-29.3%
PDD vs MULL
+1,100.2%
-1,129.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.3% | -15.4% | -3.5% |
| 7D | -1.4% | -27.1% | +25.7% | -0.6% |
| 30D | -1.0% | -54.2% | +53.2% | +1.7% |
| 3M | -12.3% | -42.0% | +29.7% | -11.4% |
| 6M | -18.5% | -43.5% | +25.0% | -22.3% |
| YTD | -29.0% | +199.9% | -228.9% | -44.7% |
| 1Y | -40.7% | +292.8% | -333.6% | -55.7% |
| All | -29.3% | +1,100.2% | -1,129.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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