+197.4%
PDD vs SPMO
+262.4%
-65.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -1.0% | -2.6% | +1.7% | +0.4% |
| 30D | -2.4% | -14.2% | +11.8% | +8.6% |
| 3M | -14.6% | -12.7% | -1.9% | -6.8% |
| 6M | -19.6% | -9.6% | -10.1% | -17.5% |
| YTD | -30.0% | +9.3% | -39.3% | -39.4% |
| 1Y | -42.5% | +8.2% | -50.8% | -49.8% |
| 3Y | -27.2% | +119.4% | -146.6% | -68.8% |
| 5Y | -8.2% | +112.5% | -120.7% | -59.0% |
| All | +197.4% | +262.4% | -65.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling