+190.4%
PDD vs SMTC
+144.5%
+45.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -1.0% |
| 7D | -7.6% | +30.5% | -38.1% | -13.0% |
| 30D | -5.4% | -30.9% | +25.5% | +0.1% |
| 3M | -12.9% | -14.7% | +1.8% | -13.8% |
| 6M | -19.0% | -9.6% | -9.4% | -23.6% |
| YTD | -31.6% | +62.1% | -93.7% | -45.3% |
| 1Y | -43.0% | +66.6% | -109.6% | -54.9% |
| 3Y | -28.9% | +718.1% | -747.0% | -73.0% |
| 5Y | -18.4% | +32.8% | -51.2% | -37.2% |
| All | +190.4% | +144.5% | +45.9% | +68.5% |
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