+207.7%
PDD vs MOD
+484.9%
-277.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -21.4% | +23.9% | +5.3% |
| 7D | +6.0% | -31.3% | +37.4% | +10.9% |
| 30D | +5.5% | -46.1% | +51.6% | +13.7% |
| 3M | -9.8% | -51.1% | +41.4% | -1.8% |
| 6M | -16.0% | -62.1% | +46.1% | -6.5% |
| YTD | -27.6% | -26.2% | -1.4% | -27.8% |
| 1Y | -38.6% | -32.6% | -6.1% | -38.4% |
| 3Y | -22.8% | +133.8% | -156.6% | -41.3% |
| 5Y | -5.2% | +792.8% | -798.0% | -44.9% |
| All | +207.7% | +484.9% | -277.2% | +47.0% |
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 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