-0.3%
PDD vs MTB
+63.3%
-63.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | +5.6% | -1.3% | +7.0% | +6.1% |
| 30D | +5.8% | +0.5% | +5.3% | +5.6% |
| 3M | -8.6% | -12.4% | +3.8% | -4.5% |
| 6M | -18.8% | +1.5% | -20.3% | -19.7% |
| YTD | -26.8% | +10.3% | -37.1% | -29.8% |
| 1Y | -39.3% | +22.2% | -61.5% | -44.0% |
| 3Y | -22.5% | +96.9% | -119.4% | -45.1% |
| All | -0.3% | +63.3% | -63.6% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling