+214.4%
PDD vs SIMO
+246.6%
-32.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.4% | +16.6% | +5.3% |
| 7D | +5.9% | -31.4% | +37.3% | +13.8% |
| 30D | +7.1% | -45.2% | +52.2% | +20.1% |
| 3M | -7.7% | -36.5% | +28.8% | -1.9% |
| 6M | -13.2% | -34.2% | +21.0% | -12.5% |
| YTD | -26.0% | +69.9% | -95.9% | -47.7% |
| 1Y | -38.4% | +60.4% | -98.8% | -55.7% |
| 3Y | -21.1% | +203.1% | -224.2% | -56.7% |
| 5Y | +0.3% | +145.4% | -145.1% | -43.8% |
| All | +214.4% | +246.6% | -32.2% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling