-13.6%
PDD vs MSCI
+6.7%
-20.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.2% |
| 7D | -4.9% | +3.0% | -7.9% | -6.3% |
| 30D | -3.0% | +17.8% | -20.8% | -10.8% |
| 3M | -6.2% | +15.2% | -21.4% | -12.9% |
| 6M | -20.7% | +16.5% | -37.2% | -27.6% |
| YTD | -30.4% | +16.4% | -46.7% | -37.3% |
| 1Y | -41.3% | +16.8% | -58.1% | -47.3% |
| 3Y | -27.7% | +35.8% | -63.5% | -46.1% |
| All | -13.6% | +6.7% | -20.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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