-23.8%
PDD vs SITM
+168.3%
-192.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.8% | -2.5% |
| 7D | -4.1% | +8.4% | -12.5% | -5.8% |
| 30D | -13.1% | -17.4% | +4.3% | -9.9% |
| 3M | -3.5% | -9.8% | +6.4% | -4.2% |
| 6M | -21.8% | +83.0% | -104.8% | -36.9% |
| YTD | -29.7% | +69.6% | -99.3% | -43.1% |
| 1Y | -36.2% | +144.9% | -181.1% | -54.4% |
| 3Y | -16.4% | +429.9% | -446.2% | -60.3% |
| 5Y | -23.8% | +169.2% | -193.0% | -61.0% |
| All | -23.8% | +168.3% | -192.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling