+201.5%
PDD vs SIMO
+281.5%
-80.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.7% | -4.2% |
| 7D | -1.4% | -8.5% | +7.0% | -0.3% |
| 30D | -1.0% | -34.8% | +33.8% | +6.9% |
| 3M | -12.3% | -32.8% | +20.6% | -7.7% |
| 6M | -18.5% | -32.0% | +13.5% | -18.0% |
| YTD | -29.0% | +87.0% | -116.0% | -50.9% |
| 1Y | -40.7% | +86.1% | -126.8% | -59.0% |
| 3Y | -25.7% | +226.4% | -252.1% | -59.8% |
| 5Y | -3.3% | +172.1% | -175.4% | -47.2% |
| All | +201.5% | +281.5% | -80.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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