+152.9%
PDD vs SITM
+3,318.8%
-3,166.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | -1.0% | -0.1% | -0.9% | -1.7% |
| 30D | -2.4% | -27.4% | +25.0% | +2.3% |
| 3M | -14.6% | -35.6% | +21.0% | -9.5% |
| 6M | -19.6% | -46.6% | +27.0% | -13.8% |
| YTD | -30.0% | +25.8% | -55.8% | -39.4% |
| 1Y | -42.5% | +38.2% | -80.8% | -51.6% |
| 3Y | -27.2% | +311.5% | -338.7% | -58.2% |
| 5Y | -8.2% | +94.6% | -102.8% | -41.6% |
| All | +152.9% | +3,318.8% | -3,166.0% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling