+150.4%
PDD vs SITM
+4,437.5%
-4,287.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -4.4% | +3.7% | -8.1% | -5.1% |
| 30D | -15.5% | -14.5% | -1.0% | -13.3% |
| 3M | -4.1% | -10.6% | +6.5% | -4.6% |
| 6M | -23.4% | +65.5% | -88.9% | -34.8% |
| YTD | -30.7% | +67.0% | -97.7% | -41.9% |
| 1Y | -37.6% | +138.6% | -176.2% | -52.7% |
| 3Y | -17.5% | +421.8% | -439.4% | -53.9% |
| 5Y | -24.6% | +172.4% | -197.0% | -54.3% |
| All | +150.4% | +4,437.5% | -4,287.1% | +17.2% |
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