+207.9%
PDD vs SIRI
-49.8%
+257.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | -4.1% | +1.6% | -5.6% | -4.4% |
| 30D | -9.6% | -4.7% | -4.9% | -8.8% |
| 3M | -4.3% | +5.3% | -9.5% | -5.3% |
| 6M | -18.8% | +30.5% | -49.3% | -23.1% |
| YTD | -27.5% | +49.6% | -77.1% | -33.4% |
| 1Y | -33.6% | +28.5% | -62.1% | -37.4% |
| 3Y | -20.4% | -27.5% | +7.1% | -18.8% |
| 5Y | -19.6% | -44.7% | +25.1% | -16.3% |
| All | +207.9% | -49.8% | +257.7% | +284.3% |
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