+198.7%
PDD vs MTB
+77.9%
+120.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -4.1% | +2.8% | -6.9% | -4.6% |
| 30D | -13.1% | -4.2% | -8.9% | -12.5% |
| 3M | -3.5% | +7.8% | -11.3% | -4.8% |
| 6M | -21.8% | +14.8% | -36.6% | -23.8% |
| YTD | -29.7% | +20.8% | -50.4% | -32.1% |
| 1Y | -36.2% | +23.1% | -59.3% | -38.7% |
| 3Y | -16.4% | +114.8% | -131.2% | -28.4% |
| 5Y | -23.8% | +103.3% | -127.1% | -32.2% |
| All | +198.7% | +77.9% | +120.8% | +165.4% |
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