-23.7%
PDD vs SMTC
+91.8%
-115.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | -0.8% |
| 7D | -4.1% | +12.7% | -16.8% | -6.0% |
| 30D | -9.6% | +22.0% | -31.6% | -13.3% |
| 3M | -4.3% | -12.7% | +8.4% | -4.2% |
| 6M | -18.8% | +64.8% | -83.5% | -29.0% |
| YTD | -27.5% | +100.7% | -128.2% | -39.2% |
| 1Y | -33.6% | +146.9% | -180.5% | -46.9% |
| 3Y | -20.4% | +456.8% | -477.2% | -55.9% |
| All | -23.7% | +91.8% | -115.5% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling