+198.7%
PDD vs SMTC
+232.9%
-34.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.0% | -13.0% | -5.2% |
| 7D | -4.1% | +22.9% | -27.1% | -8.7% |
| 30D | -13.1% | +16.6% | -29.7% | -17.0% |
| 3M | -3.5% | +2.4% | -5.9% | -7.1% |
| 6M | -21.8% | +98.3% | -120.1% | -37.5% |
| YTD | -29.7% | +120.7% | -150.3% | -45.6% |
| 1Y | -36.2% | +168.3% | -204.5% | -53.5% |
| 3Y | -16.4% | +571.7% | -588.1% | -63.3% |
| 5Y | -23.8% | +114.0% | -137.8% | -47.1% |
| All | +198.7% | +232.9% | -34.2% | +67.5% |
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