-41.7%
PDD vs SIMO
+80.3%
-122.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.7% | -3.0% |
| 7D | -1.4% | -8.5% | +7.0% | -1.5% |
| 30D | -1.0% | -34.8% | +33.8% | -1.1% |
| 3M | -12.3% | -32.8% | +20.6% | -12.4% |
| 6M | -18.5% | -32.0% | +13.5% | -19.3% |
| YTD | -29.0% | +87.0% | -116.0% | -38.6% |
| All | -41.7% | +80.3% | -122.0% | -49.8% |
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