-14.9%
PDD vs SMTC
+514.4%
-529.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | 0.0% |
| 7D | -4.1% | +12.7% | -16.8% | -4.9% |
| 30D | -9.6% | +22.0% | -31.6% | -11.2% |
| 3M | -4.3% | -12.7% | +8.4% | -4.1% |
| 6M | -18.8% | +64.8% | -83.5% | -23.6% |
| YTD | -27.5% | +100.7% | -128.2% | -33.0% |
| 1Y | -33.6% | +146.9% | -180.5% | -39.7% |
| All | -14.9% | +514.4% | -529.3% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling