+207.9%
PDD vs SM
+50.9%
+157.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.9% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | -9.6% | +26.3% | -35.9% | -11.4% |
| 3M | -4.3% | +8.7% | -12.9% | -5.3% |
| 6M | -18.8% | +51.7% | -70.4% | -22.3% |
| YTD | -27.5% | +99.0% | -126.5% | -32.4% |
| 1Y | -33.6% | +34.6% | -68.2% | -36.1% |
| 3Y | -20.4% | -7.8% | -12.7% | -22.2% |
| 5Y | -19.6% | +104.8% | -124.4% | -26.2% |
| All | +207.9% | +50.9% | +157.0% | +271.1% |
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