-21.6%
PDD vs MOD
+116.8%
-138.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.5% | +2.6% |
| 7D | +5.9% | -34.2% | +40.0% | +8.4% |
| 30D | +7.1% | -51.9% | +59.0% | +12.0% |
| 3M | -7.7% | -53.0% | +45.4% | -3.5% |
| 6M | -13.2% | -66.4% | +53.1% | -7.4% |
| YTD | -26.0% | -31.5% | +5.6% | -26.0% |
| 1Y | -38.4% | -39.6% | +1.1% | -38.0% |
| All | -21.6% | +116.8% | -138.5% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling