-18.4%
PDD vs MUB
+2.8%
-21.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -0.4% |
| 7D | -7.6% | -0.8% | -6.8% | -6.3% |
| 30D | -5.4% | +2.4% | -7.8% | -9.4% |
| 3M | -12.9% | -1.1% | -11.8% | -11.0% |
| 6M | -19.0% | -1.0% | -18.0% | -17.5% |
| YTD | -31.6% | -0.3% | -31.3% | -31.3% |
| 1Y | -43.0% | 0.0% | -43.0% | -43.0% |
| 3Y | -28.9% | +10.2% | -39.1% | -44.0% |
| 5Y | -18.4% | +2.9% | -21.3% | -46.1% |
| All | -18.4% | +2.8% | -21.2% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling