-23.7%
PDD vs SIMO
+269.6%
-293.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -1.0% |
| 7D | -4.1% | +4.2% | -8.3% | -4.9% |
| 30D | -9.6% | +4.1% | -13.7% | -11.1% |
| 3M | -4.3% | -12.9% | +8.6% | -4.6% |
| 6M | -18.8% | +110.3% | -129.1% | -38.9% |
| YTD | -27.5% | +178.6% | -206.1% | -51.5% |
| 1Y | -33.6% | +220.0% | -253.6% | -58.1% |
| 3Y | -20.4% | +409.0% | -429.4% | -59.5% |
| All | -23.7% | +269.6% | -293.3% | -60.4% |
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 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