-16.4%
PDD vs MTCH
-3.6%
-12.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -4.1% | -1.8% | -2.3% | -3.8% |
| 30D | -13.1% | +10.4% | -23.5% | -14.9% |
| 3M | -3.5% | +21.0% | -24.5% | -7.4% |
| 6M | -21.8% | +36.6% | -58.4% | -26.9% |
| YTD | -29.7% | +29.7% | -59.3% | -33.7% |
| 1Y | -36.2% | +8.6% | -44.8% | -37.9% |
| 3Y | -16.4% | -2.7% | -13.6% | -13.4% |
| All | -16.4% | -3.6% | -12.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 3y: compounded portfolio wealth divided by compounded MTCH 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…
3y analysis · Full analysis span regression · 6 months rolling