+0.3%
PDD vs MOD
+720.4%
-720.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.5% | +3.4% |
| 7D | +5.9% | -34.2% | +40.0% | +12.6% |
| 30D | +7.1% | -51.9% | +59.0% | +19.8% |
| 3M | -7.7% | -53.0% | +45.4% | +3.1% |
| 6M | -13.2% | -66.4% | +53.1% | +1.4% |
| YTD | -26.0% | -31.5% | +5.6% | -26.3% |
| 1Y | -38.4% | -39.6% | +1.1% | -37.7% |
| 3Y | -21.1% | +116.8% | -137.9% | -53.3% |
| 5Y | +0.3% | +713.8% | -713.5% | -74.9% |
| All | +0.3% | +720.4% | -720.0% | -74.9% |
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 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