+207.9%
PDD vs MOH
+88.3%
+119.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | -4.1% | +0.4% | -4.5% | -4.1% |
| 30D | -9.6% | +2.9% | -12.5% | -9.9% |
| 3M | -4.3% | +4.1% | -8.4% | -4.9% |
| 6M | -18.8% | +33.8% | -52.6% | -21.5% |
| YTD | -27.5% | +15.7% | -43.2% | -29.4% |
| 1Y | -33.6% | +17.5% | -51.2% | -35.9% |
| 3Y | -20.4% | -35.3% | +14.9% | -19.6% |
| 5Y | -19.6% | -26.9% | +7.3% | -21.5% |
| All | +207.9% | +88.3% | +119.6% | +180.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling