-39.3%
PDD vs SIMO
+67.0%
-106.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -1.0% |
| 7D | +5.6% | -22.0% | +27.6% | +5.4% |
| 30D | +5.8% | -43.0% | +48.8% | +5.6% |
| 3M | -8.6% | -39.1% | +30.5% | -8.7% |
| 6M | -18.8% | -33.3% | +14.4% | -19.9% |
| YTD | -26.8% | +77.0% | -103.7% | -36.8% |
| 1Y | -39.3% | +73.0% | -112.3% | -47.5% |
| All | -39.3% | +67.0% | -106.3% | -47.5% |
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 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