+207.9%
PDD vs MSCI
+255.5%
-47.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -4.1% | +0.4% | -4.5% | -4.3% |
| 30D | -9.6% | +0.6% | -10.2% | -10.1% |
| 3M | -4.3% | -7.1% | +2.8% | -1.3% |
| 6M | -18.8% | +0.8% | -19.6% | -20.4% |
| YTD | -27.5% | +1.0% | -28.5% | -29.8% |
| 1Y | -33.6% | +4.3% | -37.9% | -37.4% |
| 3Y | -20.4% | +9.9% | -30.4% | -31.1% |
| 5Y | -19.6% | -6.8% | -12.8% | -25.5% |
| All | +207.9% | +255.5% | -47.6% | +27.0% |
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