+207.9%
PDD vs SMTC
+202.7%
+5.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.2% | -8.5% | -1.3% |
| 7D | -4.1% | +12.7% | -16.8% | -6.7% |
| 30D | -9.6% | +22.0% | -31.6% | -14.6% |
| 3M | -4.3% | -12.7% | +8.4% | -4.5% |
| 6M | -18.8% | +64.8% | -83.5% | -32.1% |
| YTD | -27.5% | +100.7% | -128.2% | -42.6% |
| 1Y | -33.6% | +146.9% | -180.5% | -50.7% |
| 3Y | -20.4% | +456.8% | -477.2% | -62.8% |
| 5Y | -19.6% | +89.2% | -108.8% | -42.2% |
| All | +207.9% | +202.7% | +5.2% | +76.7% |
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 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