-0.3%
PDD vs SM
-11.5%
+11.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +5.6% | -25.9% | +31.5% | +9.9% |
| 30D | +5.8% | -15.1% | +20.9% | +7.7% |
| 3M | -8.6% | +4.9% | -13.5% | -10.4% |
| 6M | -18.8% | +6.1% | -25.0% | -21.3% |
| YTD | -26.8% | +63.4% | -90.2% | -35.7% |
| 1Y | -39.3% | +72.5% | -111.7% | -47.4% |
| 3Y | -22.5% | -16.9% | -5.6% | -25.6% |
| All | -0.3% | -11.5% | +11.3% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling