-24.6%
PDD vs SCCO
+355.0%
-379.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.6% |
| 7D | -4.4% | +2.4% | -6.9% | -5.6% |
| 30D | -15.5% | +6.4% | -21.9% | -18.4% |
| 3M | -4.1% | +21.6% | -25.6% | -14.6% |
| 6M | -23.4% | +13.4% | -36.8% | -30.7% |
| YTD | -30.7% | +52.6% | -83.3% | -48.7% |
| 1Y | -37.6% | +122.4% | -160.0% | -63.7% |
| 3Y | -17.5% | +208.5% | -226.0% | -64.3% |
| 5Y | -24.6% | +353.9% | -378.5% | -75.0% |
| All | -24.6% | +355.0% | -379.6% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling