-38.6%
PDD vs MOH
+53.5%
-92.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.9% | -6.5% | +2.6% |
| 7D | +6.0% | +14.3% | -8.3% | +6.4% |
| 30D | +5.5% | +16.7% | -11.2% | +6.0% |
| 3M | -9.8% | +18.3% | -28.1% | -9.2% |
| 6M | -16.0% | +15.8% | -31.8% | -15.3% |
| YTD | -27.6% | +30.5% | -58.0% | -26.1% |
| 1Y | -38.6% | +49.3% | -87.9% | -35.8% |
| All | -38.6% | +53.5% | -92.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 1y: compounded portfolio wealth divided by compounded MOH 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…
1y analysis · Full analysis span regression · 6 months rolling