-16.4%
PDD vs SCCO
+210.1%
-226.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -4.5% |
| 7D | -4.1% | +3.4% | -7.6% | -5.2% |
| 30D | -13.1% | +6.6% | -19.7% | -15.1% |
| 3M | -3.5% | +24.5% | -28.0% | -11.4% |
| 6M | -21.8% | +16.5% | -38.3% | -27.3% |
| YTD | -29.7% | +52.1% | -81.8% | -42.7% |
| 1Y | -36.2% | +114.2% | -150.4% | -55.6% |
| 3Y | -16.4% | +207.4% | -223.8% | -47.5% |
| All | -16.4% | +210.1% | -226.5% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling