+195.9%
PDD vs SIRI
-43.7%
+239.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.8% | -2.6% | -1.2% | -3.3% |
| 30D | -2.4% | +22.2% | -24.6% | -6.2% |
| 3M | -12.7% | +14.1% | -26.8% | -15.1% |
| 6M | -20.0% | +22.5% | -42.5% | -23.4% |
| YTD | -30.3% | +67.9% | -98.2% | -37.5% |
| 1Y | -42.4% | +54.6% | -97.0% | -47.5% |
| 3Y | -27.5% | -21.3% | -6.2% | -26.6% |
| 5Y | -14.9% | -40.4% | +25.5% | -12.2% |
| All | +195.9% | -43.7% | +239.6% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling