+198.7%
PDD vs SM
+56.3%
+142.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.3% |
| 7D | -4.1% | -0.2% | -4.0% | -4.1% |
| 30D | -13.1% | +31.5% | -44.6% | -15.1% |
| 3M | -3.5% | +17.3% | -20.8% | -5.1% |
| 6M | -21.8% | +48.5% | -70.3% | -25.0% |
| YTD | -29.7% | +106.3% | -135.9% | -34.7% |
| 1Y | -36.2% | +47.3% | -83.5% | -39.1% |
| 3Y | -16.4% | -1.4% | -14.9% | -18.7% |
| 5Y | -23.8% | +114.0% | -137.9% | -30.4% |
| All | +198.7% | +56.3% | +142.4% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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