-30.6%
PDD vs MULL
+1,230.7%
-1,261.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.0% | +2.1% |
| 7D | -4.9% | +24.5% | -29.4% | -5.9% |
| 30D | -3.0% | -35.5% | +32.5% | -2.0% |
| 3M | -6.2% | -44.8% | +38.6% | -4.9% |
| 6M | -20.7% | -45.5% | +24.7% | -23.8% |
| YTD | -30.4% | +232.5% | -262.9% | -46.0% |
| 1Y | -41.3% | +343.3% | -384.5% | -56.3% |
| All | -30.6% | +1,230.7% | -1,261.3% | -58.0% |
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