+195.8%
PDD vs MTB
+64.9%
+130.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.8% |
| 7D | -4.9% | +1.5% | -6.4% | -5.2% |
| 30D | -3.0% | +2.3% | -5.4% | -3.4% |
| 3M | -6.2% | -12.1% | +5.9% | -4.1% |
| 6M | -20.7% | +9.8% | -30.5% | -22.2% |
| YTD | -30.4% | +12.0% | -42.4% | -31.9% |
| 1Y | -41.3% | +22.0% | -63.3% | -43.5% |
| 3Y | -27.7% | +107.6% | -135.3% | -37.7% |
| 5Y | -16.9% | +61.9% | -78.7% | -24.6% |
| All | +195.8% | +64.9% | +130.8% | +166.2% |
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