+198.7%
PDD vs SRE
+90.1%
+108.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | -4.1% | +1.4% | -5.5% | -4.3% |
| 30D | -13.1% | +1.9% | -15.0% | -13.3% |
| 3M | -3.5% | -3.3% | -0.2% | -3.3% |
| 6M | -21.8% | -6.4% | -15.4% | -21.4% |
| YTD | -29.7% | -1.8% | -27.8% | -29.8% |
| 1Y | -36.2% | +10.7% | -47.0% | -37.4% |
| 3Y | -16.4% | +31.8% | -48.1% | -20.9% |
| 5Y | -23.8% | +49.2% | -73.1% | -29.6% |
| All | +198.7% | +90.1% | +108.6% | +156.2% |
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