+207.9%
PDD vs SCCO
+535.8%
-327.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | -5.3% | +1.2% | -1.8% |
| 30D | -9.6% | +2.7% | -12.3% | -11.1% |
| 3M | -4.3% | +4.2% | -8.5% | -8.2% |
| 6M | -18.8% | -0.6% | -18.1% | -21.4% |
| YTD | -27.5% | +45.0% | -72.5% | -43.2% |
| 1Y | -33.6% | +109.3% | -142.9% | -57.4% |
| 3Y | -20.4% | +180.8% | -201.2% | -58.2% |
| 5Y | -19.6% | +314.3% | -333.8% | -65.6% |
| All | +207.9% | +535.8% | -327.9% | +18.8% |
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 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