+207.9%
PDD vs MOD
+1,055.3%
-847.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.1% |
| 7D | -4.1% | +9.6% | -13.6% | -5.3% |
| 30D | -9.6% | 0.0% | -9.6% | -9.8% |
| 3M | -4.3% | -35.4% | +31.1% | +0.7% |
| 6M | -18.8% | -7.3% | -11.5% | -19.6% |
| YTD | -27.5% | +45.8% | -73.3% | -33.4% |
| 1Y | -33.6% | +43.1% | -76.8% | -39.5% |
| 3Y | -20.4% | +297.7% | -318.1% | -42.9% |
| 5Y | -19.6% | +1,478.8% | -1,498.3% | -56.5% |
| All | +207.9% | +1,055.3% | -847.3% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling