-18.8%
PDD vs SM
+58.1%
-76.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.0% |
| 30D | -9.6% | +26.3% | -35.9% | -7.3% |
| 3M | -4.3% | +8.7% | -12.9% | -3.4% |
| 6M | -18.8% | +51.7% | -70.4% | -14.5% |
| All | -18.8% | +58.1% | -76.9% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling