-18.7%
PDD vs MSI
+70.3%
-89.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -4.1% | -3.7% | -0.4% | -3.8% |
| 30D | -9.6% | +6.8% | -16.4% | -10.0% |
| 3M | -4.3% | +14.3% | -18.6% | -5.1% |
| 6M | -18.8% | -1.6% | -17.2% | -19.2% |
| YTD | -27.5% | +22.8% | -50.3% | -28.0% |
| 1Y | -33.6% | -1.1% | -32.5% | -34.1% |
| All | -18.7% | +70.3% | -89.0% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling