-16.4%
PDD vs SIRI
-23.5%
+7.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -4.1% | +4.3% | -8.4% | -4.6% |
| 30D | -13.1% | -2.8% | -10.3% | -12.9% |
| 3M | -3.5% | +5.9% | -9.4% | -4.1% |
| 6M | -21.8% | +31.9% | -53.7% | -24.0% |
| YTD | -29.7% | +48.7% | -78.3% | -32.5% |
| 1Y | -36.2% | +23.2% | -59.4% | -37.8% |
| 3Y | -16.4% | -23.9% | +7.5% | -14.0% |
| All | -16.4% | -23.5% | +7.2% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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