+198.7%
PDD vs MKTX
-12.1%
+210.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.2% |
| 30D | -13.1% | +1.0% | -14.1% | -13.3% |
| 3M | -3.5% | +41.3% | -44.7% | -14.7% |
| 6M | -21.8% | -11.3% | -10.5% | -19.7% |
| YTD | -29.7% | -8.6% | -21.1% | -28.8% |
| 1Y | -36.2% | -11.1% | -25.2% | -35.1% |
| 3Y | -16.4% | -24.5% | +8.2% | -14.7% |
| 5Y | -23.8% | -61.4% | +37.6% | -0.8% |
| All | +198.7% | -12.1% | +210.8% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling