+201.5%
PDD vs SRE
+76.7%
+124.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -1.4% | -8.4% | +6.9% | -0.5% |
| 30D | -1.0% | -3.2% | +2.1% | -0.7% |
| 3M | -12.3% | -5.3% | -7.0% | -11.8% |
| 6M | -18.5% | -12.6% | -5.9% | -17.4% |
| YTD | -29.0% | -8.8% | -20.2% | -28.6% |
| 1Y | -40.7% | -13.4% | -27.3% | -40.0% |
| 3Y | -25.7% | +24.4% | -50.1% | -29.3% |
| 5Y | -3.3% | +47.3% | -50.6% | -10.6% |
| All | +201.5% | +76.7% | +124.8% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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