-0.3%
PDD vs SMTC
+13.5%
-13.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.7% | -13.8% | -2.9% |
| 7D | +5.6% | -19.0% | +24.6% | +8.1% |
| 30D | +5.8% | -46.7% | +52.5% | +14.6% |
| 3M | -8.6% | -23.4% | +14.8% | -7.8% |
| 6M | -18.8% | -13.4% | -5.4% | -22.0% |
| YTD | -26.8% | +40.1% | -66.8% | -36.5% |
| 1Y | -39.3% | +47.7% | -87.0% | -48.1% |
| 3Y | -22.5% | +606.9% | -629.4% | -64.8% |
| All | -0.3% | +13.5% | -13.7% | +30.7% |
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