+197.4%
PDD vs MSI
+375.0%
-177.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -1.0% | +7.4% | -8.4% | -3.1% |
| 30D | -2.4% | +18.7% | -21.1% | -7.3% |
| 3M | -14.6% | +14.5% | -29.1% | -18.1% |
| 6M | -19.6% | +38.1% | -57.7% | -27.4% |
| YTD | -30.0% | +38.7% | -68.7% | -37.2% |
| 1Y | -42.5% | +35.4% | -77.9% | -48.1% |
| 3Y | -27.2% | +75.1% | -102.3% | -41.9% |
| 5Y | -8.2% | +126.4% | -134.6% | -34.7% |
| All | +197.4% | +375.0% | -177.6% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling