-27.0%
PDD vs MULL
+968.6%
-995.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.1% | -10.2% | -1.5% |
| 7D | +5.6% | -42.7% | +48.3% | +7.6% |
| 30D | +5.8% | -63.8% | +69.5% | +9.9% |
| 3M | -8.6% | -49.0% | +40.4% | -7.1% |
| 6M | -18.8% | -38.2% | +19.3% | -23.9% |
| YTD | -26.8% | +167.0% | -193.8% | -42.7% |
| 1Y | -39.3% | +247.7% | -287.0% | -54.3% |
| All | -27.0% | +968.6% | -995.6% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling