+201.5%
PDD vs SPMO
+263.1%
-61.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.5% | -6.3% |
| 7D | -1.4% | -1.9% | +0.5% | -0.7% |
| 30D | -1.0% | -14.1% | +13.0% | +9.9% |
| 3M | -12.3% | -13.1% | +0.8% | -3.9% |
| 6M | -18.5% | -9.4% | -9.1% | -16.4% |
| YTD | -29.0% | +9.5% | -38.5% | -38.6% |
| 1Y | -40.7% | +10.5% | -51.2% | -49.2% |
| 3Y | -25.7% | +124.4% | -150.1% | -68.9% |
| 5Y | -3.3% | +110.5% | -113.8% | -56.4% |
| All | +201.5% | +263.1% | -61.6% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling