+195.8%
PDD vs MOD
+705.1%
-509.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +27.9% | -26.0% | -1.7% |
| 7D | -4.9% | +40.4% | -45.3% | -9.4% |
| 30D | -3.0% | -14.0% | +11.0% | -2.2% |
| 3M | -6.2% | -33.3% | +27.2% | -2.5% |
| 6M | -20.7% | -51.4% | +30.7% | -14.9% |
| YTD | -30.4% | +1.6% | -32.0% | -33.8% |
| 1Y | -41.3% | +5.4% | -46.7% | -44.8% |
| 3Y | -27.7% | +191.0% | -218.7% | -46.5% |
| 5Y | -16.9% | +1,093.1% | -1,110.0% | -53.8% |
| All | +195.8% | +705.1% | -509.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling