+211.0%
PDD vs SFM
+129.7%
+81.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.7% | -1.0% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | +5.8% | -24.8% | +30.5% | +6.2% |
| 3M | -8.6% | -43.7% | +35.1% | -7.7% |
| 6M | -18.8% | -37.3% | +18.4% | -18.3% |
| YTD | -26.8% | -38.4% | +11.6% | -26.3% |
| 1Y | -39.3% | -36.9% | -2.4% | -38.9% |
| 3Y | -22.5% | +20.7% | -43.2% | -26.3% |
| 5Y | -0.8% | +103.5% | -104.2% | -8.1% |
| All | +211.0% | +129.7% | +81.3% | +164.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling