+161.8%
PDD vs SITM
+4,608.4%
-4,446.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | -0.6% |
| 7D | -4.1% | +9.7% | -13.8% | -5.8% |
| 30D | -9.6% | +12.7% | -22.3% | -12.9% |
| 3M | -4.3% | -13.4% | +9.1% | -4.3% |
| 6M | -18.8% | +59.6% | -78.4% | -30.4% |
| YTD | -27.5% | +73.3% | -100.8% | -39.7% |
| 1Y | -33.6% | +165.5% | -199.2% | -50.8% |
| 3Y | -20.4% | +368.7% | -389.1% | -54.1% |
| 5Y | -19.6% | +172.5% | -192.1% | -51.3% |
| All | +161.8% | +4,608.4% | -4,446.6% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling