+195.9%
PDD vs SCCO
+457.7%
-261.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.1% |
| 7D | -3.8% | -2.4% | -1.4% | -3.2% |
| 30D | -2.4% | -16.5% | +14.1% | +4.9% |
| 3M | -12.7% | -10.4% | -2.3% | -10.0% |
| 6M | -20.0% | -2.8% | -17.3% | -22.4% |
| YTD | -30.3% | +27.2% | -57.5% | -42.9% |
| 1Y | -42.4% | +33.6% | -76.0% | -54.1% |
| 3Y | -27.5% | +182.4% | -209.9% | -63.0% |
| 5Y | -14.9% | +262.8% | -277.7% | -61.7% |
| All | +195.9% | +457.7% | -261.7% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling