+214.4%
PDD vs MSCI
+306.9%
-92.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.6% |
| 7D | +5.9% | +6.0% | -0.1% | +2.7% |
| 30D | +7.1% | +18.2% | -11.1% | -1.9% |
| 3M | -7.7% | +15.1% | -22.8% | -14.6% |
| 6M | -13.2% | +13.7% | -27.0% | -19.9% |
| YTD | -26.0% | +15.6% | -41.6% | -33.3% |
| 1Y | -38.4% | +16.3% | -54.8% | -44.8% |
| 3Y | -21.1% | +36.9% | -58.0% | -39.7% |
| 5Y | +0.3% | +6.3% | -6.0% | -13.1% |
| All | +214.4% | +306.9% | -92.5% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling