-13.6%
PDD vs SMTC
+26.3%
-39.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +2.4% |
| 7D | -4.9% | +11.0% | -15.9% | -6.5% |
| 30D | -3.0% | -28.5% | +25.5% | +0.4% |
| 3M | -6.2% | -14.2% | +8.0% | -7.0% |
| 6M | -20.7% | -18.0% | -2.7% | -22.7% |
| YTD | -30.4% | +55.5% | -85.9% | -40.6% |
| 1Y | -41.3% | +69.5% | -110.8% | -50.9% |
| 3Y | -27.7% | +699.7% | -727.4% | -67.9% |
| All | -13.6% | +26.3% | -39.9% | +9.6% |
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