-0.3%
PDD vs MOD
+748.9%
-749.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -2.0% |
| 7D | +5.6% | -25.5% | +31.2% | +10.0% |
| 30D | +5.8% | -49.0% | +54.8% | +17.2% |
| 3M | -8.6% | -49.8% | +41.2% | +1.0% |
| 6M | -18.8% | -64.8% | +45.9% | -5.9% |
| YTD | -26.8% | -27.6% | +0.9% | -27.8% |
| 1Y | -39.3% | -35.2% | -4.1% | -39.4% |
| 3Y | -22.5% | +137.1% | -159.6% | -55.1% |
| All | -0.3% | +748.9% | -749.2% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling