+211.0%
PDD vs MUB
+18.8%
+192.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +5.6% | +0.7% | +4.9% | +4.8% |
| 30D | +5.8% | +4.4% | +1.4% | +0.9% |
| 3M | -8.6% | -0.2% | -8.4% | -8.5% |
| 6M | -18.8% | -0.6% | -18.2% | -18.3% |
| YTD | -26.8% | +0.3% | -27.1% | -27.1% |
| 1Y | -39.3% | +0.8% | -40.0% | -39.8% |
| 3Y | -22.5% | +12.0% | -34.5% | -31.8% |
| 5Y | -0.8% | +3.4% | -4.2% | -7.3% |
| All | +211.0% | +18.8% | +192.2% | +250.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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