-24.2%
PDD vs MOH
-26.1%
+1.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | -4.4% | -4.2% | -0.2% | -4.3% |
| 30D | -15.5% | -2.4% | -13.1% | -15.4% |
| 3M | -4.1% | -4.4% | +0.3% | -3.9% |
| 6M | -23.4% | +32.9% | -56.4% | -24.5% |
| YTD | -30.7% | +11.9% | -42.5% | -31.3% |
| 1Y | -37.6% | +6.9% | -44.6% | -38.2% |
| 3Y | -17.5% | -39.4% | +21.9% | -16.8% |
| All | -24.2% | -26.1% | +1.9% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling