+201.5%
PDD vs MTB
+66.1%
+135.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.4% |
| 7D | -1.4% | -0.8% | -0.7% | -1.3% |
| 30D | -1.0% | +2.4% | -3.5% | -1.5% |
| 3M | -12.3% | -10.5% | -1.8% | -10.6% |
| 6M | -18.5% | +6.4% | -24.9% | -19.6% |
| YTD | -29.0% | +12.8% | -41.8% | -30.7% |
| 1Y | -40.7% | +23.3% | -64.0% | -43.0% |
| 3Y | -25.7% | +108.2% | -133.9% | -36.0% |
| 5Y | -3.3% | +68.6% | -71.9% | -12.6% |
| All | +201.5% | +66.1% | +135.4% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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