-0.3%
PDD vs SIMO
+154.7%
-154.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -1.8% |
| 7D | +5.6% | -22.0% | +27.6% | +9.4% |
| 30D | +5.8% | -43.0% | +48.8% | +15.2% |
| 3M | -8.6% | -39.1% | +30.5% | -3.0% |
| 6M | -18.8% | -33.3% | +14.4% | -18.7% |
| YTD | -26.8% | +77.0% | -103.7% | -48.0% |
| 1Y | -39.3% | +73.0% | -112.3% | -56.6% |
| 3Y | -22.5% | +215.7% | -238.2% | -57.7% |
| All | -0.3% | +154.7% | -154.9% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling