+211.0%
PDD vs MSI
+363.4%
-152.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +5.6% | +4.7% | +0.9% | +4.2% |
| 30D | +5.8% | +14.8% | -9.0% | +1.5% |
| 3M | -8.6% | +8.8% | -17.4% | -11.0% |
| 6M | -18.8% | +19.3% | -38.2% | -23.5% |
| YTD | -26.8% | +35.3% | -62.1% | -33.8% |
| 1Y | -39.3% | +33.8% | -73.0% | -44.9% |
| 3Y | -22.5% | +74.4% | -96.9% | -38.2% |
| 5Y | -0.8% | +120.5% | -121.3% | -28.8% |
| All | +211.0% | +363.4% | -152.4% | +68.1% |
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