-38.6%
PDD vs SFM
-35.8%
-2.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +2.5% |
| 7D | +6.0% | -12.3% | +18.3% | +5.5% |
| 30D | +5.5% | -16.2% | +21.7% | +4.9% |
| 3M | -9.8% | -36.8% | +27.0% | -10.9% |
| 6M | -16.0% | -32.6% | +16.6% | -16.5% |
| YTD | -27.6% | -31.7% | +4.2% | -28.1% |
| 1Y | -38.6% | -35.0% | -3.6% | -38.7% |
| All | -38.6% | -35.8% | -2.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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