-18.7%
PDD vs MUB
+8.6%
-27.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -0.9% | -3.2% | -3.2% |
| 30D | -9.6% | -1.4% | -8.2% | -8.3% |
| 3M | -4.3% | -2.2% | -2.1% | -2.2% |
| 6M | -18.8% | -1.9% | -16.9% | -17.2% |
| YTD | -27.5% | -0.8% | -26.7% | -27.0% |
| 1Y | -33.6% | +2.7% | -36.4% | -35.6% |
| All | -18.7% | +8.6% | -27.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling