+207.9%
PDD vs MTB
+78.9%
+129.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.4% |
| 30D | -9.6% | -4.2% | -5.4% | -9.0% |
| 3M | -4.3% | +8.9% | -13.1% | -5.8% |
| 6M | -18.8% | +10.9% | -29.6% | -20.4% |
| YTD | -27.5% | +21.5% | -49.0% | -30.1% |
| 1Y | -33.6% | +21.9% | -55.5% | -36.1% |
| 3Y | -20.4% | +109.2% | -129.7% | -31.5% |
| 5Y | -19.6% | +102.0% | -121.6% | -28.5% |
| All | +207.9% | +78.9% | +129.0% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling