-23.7%
PDD vs MTB
+101.8%
-125.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.7% |
| 30D | -9.6% | -4.2% | -5.4% | -8.3% |
| 3M | -4.3% | +8.9% | -13.1% | -7.4% |
| 6M | -18.8% | +10.9% | -29.6% | -22.1% |
| YTD | -27.5% | +21.5% | -49.0% | -32.8% |
| 1Y | -33.6% | +21.9% | -55.5% | -38.7% |
| 3Y | -20.4% | +109.2% | -129.7% | -44.7% |
| All | -23.7% | +101.8% | -125.5% | -45.3% |
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