+211.0%
PDD vs SM
+23.9%
+187.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | +5.6% | -25.9% | +31.5% | +8.0% |
| 30D | +5.8% | -15.1% | +20.9% | +6.9% |
| 3M | -8.6% | +4.9% | -13.5% | -9.5% |
| 6M | -18.8% | +6.1% | -25.0% | -20.0% |
| YTD | -26.8% | +63.4% | -90.2% | -30.9% |
| 1Y | -39.3% | +72.5% | -111.7% | -43.1% |
| 3Y | -22.5% | -16.9% | -5.6% | -23.8% |
| 5Y | -0.8% | -10.6% | +9.9% | -4.2% |
| All | +211.0% | +23.9% | +187.1% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling