+201.5%
PDD vs SMTC
+138.4%
+63.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.8% | -15.9% | -5.6% |
| 7D | -1.4% | -4.8% | +3.4% | -1.6% |
| 30D | -1.0% | -37.8% | +36.8% | +7.0% |
| 3M | -12.3% | -16.5% | +4.2% | -12.8% |
| 6M | -18.5% | -4.4% | -14.1% | -24.3% |
| YTD | -29.0% | +58.0% | -87.0% | -42.8% |
| 1Y | -40.7% | +62.0% | -102.7% | -52.8% |
| 3Y | -25.7% | +745.7% | -771.4% | -72.3% |
| 5Y | -3.3% | +29.0% | -32.3% | -25.0% |
| All | +201.5% | +138.4% | +63.1% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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