+156.4%
PDD vs SITM
+3,415.8%
-3,259.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.6% | -12.7% | -4.8% |
| 7D | -1.4% | +9.4% | -10.8% | -3.9% |
| 30D | -1.0% | -25.4% | +24.3% | +3.1% |
| 3M | -12.3% | -37.0% | +24.7% | -6.6% |
| 6M | -18.5% | -45.1% | +26.6% | -13.0% |
| YTD | -29.0% | +29.4% | -58.4% | -38.9% |
| 1Y | -40.7% | +39.8% | -80.5% | -50.1% |
| 3Y | -25.7% | +328.2% | -353.9% | -57.7% |
| 5Y | -3.3% | +87.4% | -90.7% | -38.2% |
| All | +156.4% | +3,415.8% | -3,259.4% | +23.4% |
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