-27.7%
PDD vs MSFU
+21.3%
-49.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -4.9% | -2.8% | -2.1% | -4.6% |
| 30D | -3.0% | -5.3% | +2.3% | -2.7% |
| 3M | -6.2% | +7.2% | -13.4% | -7.7% |
| 6M | -20.7% | +51.0% | -71.7% | -26.8% |
| YTD | -30.4% | -1.2% | -29.1% | -31.8% |
| 1Y | -41.3% | -10.3% | -30.9% | -41.5% |
| 3Y | -27.7% | +22.2% | -49.9% | -38.2% |
| All | -27.7% | +21.3% | -49.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling