-22.5%
PDD vs SIMO
+214.6%
-237.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -1.5% |
| 7D | +5.6% | -22.0% | +27.6% | +7.6% |
| 30D | +5.8% | -43.0% | +48.8% | +11.0% |
| 3M | -8.6% | -39.1% | +30.5% | -5.5% |
| 6M | -18.8% | -33.3% | +14.4% | -19.2% |
| YTD | -26.8% | +77.0% | -103.7% | -44.6% |
| 1Y | -39.3% | +73.0% | -112.3% | -53.8% |
| 3Y | -22.5% | +215.7% | -238.2% | -48.1% |
| All | -22.5% | +214.6% | -237.1% | -48.1% |
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