+191.5%
PDD vs SCCO
+521.0%
-329.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +2.2% |
| 7D | -4.6% | -2.7% | -1.9% | -3.8% |
| 30D | -14.0% | -0.2% | -13.8% | -14.6% |
| 3M | -4.9% | +17.8% | -22.6% | -13.7% |
| 6M | -25.8% | +2.3% | -28.0% | -29.3% |
| YTD | -31.4% | +41.6% | -73.0% | -45.8% |
| 1Y | -37.6% | +101.9% | -139.4% | -59.4% |
| 3Y | -18.4% | +186.2% | -204.5% | -57.8% |
| 5Y | -25.0% | +309.7% | -334.6% | -67.8% |
| All | +191.5% | +521.0% | -329.5% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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