-43.0%
PDD vs SCCO
+27.6%
-70.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.5% |
| 7D | -7.6% | +1.7% | -9.4% | -7.9% |
| 30D | -5.4% | -18.1% | +12.7% | -2.5% |
| 3M | -12.9% | -12.8% | -0.1% | -11.5% |
| 6M | -19.0% | -8.5% | -10.6% | -18.7% |
| YTD | -31.6% | +23.9% | -55.5% | -40.5% |
| 1Y | -43.0% | +30.0% | -73.0% | -51.8% |
| All | -43.0% | +27.6% | -70.6% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling