+195.9%
PDD vs SMTC
+156.3%
+39.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.3% | -10.8% | -2.5% |
| 7D | -3.8% | +12.9% | -16.7% | -7.1% |
| 30D | -2.4% | -25.6% | +23.2% | +1.7% |
| 3M | -12.7% | -4.5% | -8.2% | -15.7% |
| 6M | -20.0% | -8.3% | -11.7% | -24.6% |
| YTD | -30.3% | +69.9% | -100.2% | -44.8% |
| 1Y | -42.4% | +73.9% | -116.3% | -54.8% |
| 3Y | -27.5% | +757.7% | -785.2% | -72.8% |
| 5Y | -14.9% | +38.7% | -53.6% | -35.1% |
| All | +195.9% | +156.3% | +39.6% | +70.1% |
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