+211.0%
PDD vs SMTC
+111.3%
+99.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.7% | -13.8% | -3.7% |
| 7D | +5.6% | -19.0% | +24.6% | +9.1% |
| 30D | +5.8% | -46.7% | +52.5% | +18.3% |
| 3M | -8.6% | -23.4% | +14.8% | -7.4% |
| 6M | -18.8% | -13.4% | -5.4% | -23.0% |
| YTD | -26.8% | +40.1% | -66.8% | -39.5% |
| 1Y | -39.3% | +47.7% | -87.0% | -50.7% |
| 3Y | -22.5% | +606.9% | -629.4% | -69.7% |
| 5Y | -0.8% | +14.4% | -15.2% | -21.0% |
| All | +211.0% | +111.3% | +99.7% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling