+190.4%
PDD vs SIMO
+299.4%
-109.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.4% |
| 7D | -7.6% | +14.9% | -22.5% | -10.5% |
| 30D | -5.4% | -27.0% | +21.6% | -0.4% |
| 3M | -12.9% | -25.4% | +12.5% | -10.4% |
| 6M | -19.0% | -30.3% | +11.2% | -18.9% |
| YTD | -31.6% | +95.8% | -127.4% | -53.2% |
| 1Y | -43.0% | +100.0% | -143.0% | -61.4% |
| 3Y | -28.9% | +238.3% | -267.2% | -61.8% |
| 5Y | -18.4% | +187.6% | -206.0% | -56.0% |
| All | +190.4% | +299.4% | -109.0% | +62.6% |
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