+201.5%
PDD vs MSI
+375.5%
-174.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -3.8% |
| 7D | -1.4% | +8.3% | -9.8% | -3.8% |
| 30D | -1.0% | +18.9% | -19.9% | -6.1% |
| 3M | -12.3% | +13.2% | -25.5% | -15.6% |
| 6M | -18.5% | +38.3% | -56.8% | -26.4% |
| YTD | -29.0% | +38.9% | -67.9% | -36.3% |
| 1Y | -40.7% | +36.7% | -77.4% | -46.6% |
| 3Y | -25.7% | +76.6% | -102.2% | -40.9% |
| 5Y | -3.3% | +124.5% | -127.8% | -31.0% |
| All | +201.5% | +375.5% | -174.0% | +61.7% |
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