+214.4%
PDD vs MOS
-11.2%
+225.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.3% | -1.1% | +1.6% |
| 7D | +5.9% | +22.5% | -16.6% | +1.7% |
| 30D | +7.1% | +6.6% | +0.4% | +5.4% |
| 3M | -7.7% | -3.8% | -3.9% | -7.6% |
| 6M | -13.2% | -2.2% | -11.0% | -13.9% |
| YTD | -26.0% | -4.8% | -21.2% | -26.9% |
| 1Y | -38.4% | -11.7% | -26.7% | -38.4% |
| 3Y | -21.1% | -26.5% | +5.4% | -20.0% |
| 5Y | +0.3% | -32.2% | +32.5% | -0.2% |
| All | +214.4% | -11.2% | +225.6% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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