+22.7%
PDD vs MSFU
+97.0%
-74.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.4% | +9.6% | +3.5% |
| 7D | +5.9% | +1.0% | +4.9% | +5.4% |
| 30D | +7.1% | +0.6% | +6.5% | +6.5% |
| 3M | -7.7% | +16.4% | -24.1% | -10.9% |
| 6M | -13.2% | +53.0% | -66.2% | -21.7% |
| YTD | -26.0% | +3.5% | -29.4% | -28.5% |
| 1Y | -38.4% | -7.8% | -30.6% | -38.9% |
| 3Y | -21.1% | +35.6% | -56.7% | -32.9% |
| All | +22.7% | +97.0% | -74.3% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling