+201.5%
PDD vs SIMO
+282.7%
-81.2%
-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% | -8.2% | +6.7% | -0.4% |
| 30D | -1.0% | -34.6% | +33.6% | +6.8% |
| 3M | -12.3% | -32.6% | +20.4% | -7.7% |
| 6M | -18.5% | -31.8% | +13.3% | -18.1% |
| YTD | -29.0% | +87.6% | -116.6% | -50.9% |
| 1Y | -40.7% | +86.7% | -127.4% | -59.0% |
| 3Y | -25.7% | +227.4% | -253.1% | -59.8% |
| 5Y | -3.3% | +173.0% | -176.3% | -47.2% |
| All | +201.5% | +282.7% | -81.2% | +70.5% |
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