+207.9%
PDD vs MSI
+320.5%
-112.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -4.1% | -3.7% | -0.4% | -3.0% |
| 30D | -9.6% | +6.8% | -16.4% | -11.5% |
| 3M | -4.3% | +14.3% | -18.6% | -8.3% |
| 6M | -18.8% | -1.6% | -17.2% | -18.8% |
| YTD | -27.5% | +22.8% | -50.3% | -32.5% |
| 1Y | -33.6% | -1.1% | -32.5% | -34.0% |
| 3Y | -20.4% | +70.5% | -90.9% | -36.5% |
| 5Y | -19.6% | +102.8% | -122.4% | -40.8% |
| All | +207.9% | +320.5% | -112.6% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling