+195.8%
PDD vs SM
+35.5%
+160.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.9% | +9.4% | -14.3% | -5.6% |
| 30D | -3.0% | -14.4% | +11.3% | -2.1% |
| 3M | -6.2% | +1.6% | -7.7% | -6.8% |
| 6M | -20.7% | +6.3% | -27.1% | -21.8% |
| YTD | -30.4% | +78.8% | -109.1% | -34.8% |
| 1Y | -41.3% | +83.1% | -124.4% | -45.2% |
| 3Y | -27.7% | -5.9% | -21.8% | -29.7% |
| 5Y | -16.9% | +4.8% | -21.7% | -20.6% |
| All | +195.8% | +35.5% | +160.3% | +258.0% |
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