-21.6%
PDD vs SIMO
+202.0%
-223.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.4% | +16.6% | +3.4% |
| 7D | +5.9% | -31.4% | +37.3% | +9.2% |
| 30D | +7.1% | -45.2% | +52.2% | +12.7% |
| 3M | -7.7% | -36.5% | +28.8% | -5.2% |
| 6M | -13.2% | -34.2% | +21.0% | -13.7% |
| YTD | -26.0% | +69.9% | -95.9% | -43.8% |
| 1Y | -38.4% | +60.4% | -98.8% | -52.5% |
| All | -21.6% | +202.0% | -223.7% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling