-16.4%
PDD vs SPMO
+161.5%
-177.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -4.1% | +3.4% | -7.5% | -5.4% |
| 30D | -13.1% | +0.5% | -13.6% | -13.4% |
| 3M | -3.5% | +1.9% | -5.4% | -5.7% |
| 6M | -21.8% | +27.8% | -49.6% | -33.1% |
| YTD | -29.7% | +26.7% | -56.3% | -39.5% |
| 1Y | -36.2% | +28.9% | -65.1% | -45.6% |
| 3Y | -16.4% | +160.7% | -177.0% | -53.6% |
| All | -16.4% | +161.5% | -177.9% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling