-43.0%
PDD vs SIMO
+92.3%
-135.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | -7.6% | +14.9% | -22.5% | -7.4% |
| 30D | -5.4% | -27.0% | +21.6% | -5.4% |
| 3M | -12.9% | -25.4% | +12.5% | -13.0% |
| 6M | -19.0% | -30.3% | +11.2% | -19.7% |
| YTD | -31.6% | +95.8% | -127.4% | -40.8% |
| 1Y | -43.0% | +100.0% | -143.0% | -51.7% |
| All | -43.0% | +92.3% | -135.3% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling