-0.3%
PDD vs MSI
+118.7%
-119.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +5.6% | +4.7% | +0.9% | +4.0% |
| 30D | +5.8% | +14.8% | -9.0% | +1.1% |
| 3M | -8.6% | +8.8% | -17.4% | -11.2% |
| 6M | -18.8% | +19.3% | -38.2% | -23.9% |
| YTD | -26.8% | +35.3% | -62.1% | -34.7% |
| 1Y | -39.3% | +33.8% | -73.0% | -45.6% |
| 3Y | -22.5% | +74.4% | -96.9% | -44.3% |
| All | -0.3% | +118.7% | -119.0% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling