+214.4%
PDD vs MOD
+442.4%
-228.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.5% | +3.1% |
| 7D | +5.9% | -34.2% | +40.0% | +11.3% |
| 30D | +7.1% | -51.9% | +59.0% | +17.2% |
| 3M | -7.7% | -53.0% | +45.4% | +0.9% |
| 6M | -13.2% | -66.4% | +53.1% | -1.8% |
| YTD | -26.0% | -31.5% | +5.6% | -25.5% |
| 1Y | -38.4% | -39.6% | +1.1% | -37.3% |
| 3Y | -21.1% | +116.8% | -137.9% | -39.4% |
| 5Y | +0.3% | +713.8% | -713.5% | -41.0% |
| All | +214.4% | +442.4% | -228.0% | +51.6% |
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