+191.5%
PDD vs MOH
+87.8%
+103.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.1% | -1.3% |
| 7D | -4.6% | -1.3% | -3.3% | -4.5% |
| 30D | -14.0% | +3.0% | -16.9% | -14.3% |
| 3M | -4.9% | +1.2% | -6.1% | -5.2% |
| 6M | -25.8% | +41.7% | -67.5% | -28.7% |
| YTD | -31.4% | +15.4% | -46.8% | -33.2% |
| 1Y | -37.6% | +11.8% | -49.4% | -39.3% |
| 3Y | -18.4% | -37.5% | +19.1% | -17.0% |
| 5Y | -25.0% | -20.6% | -4.3% | -27.8% |
| All | +191.5% | +87.8% | +103.7% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling