-22.5%
PDD vs SRE
+18.5%
-41.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.0% |
| 7D | +5.6% | -9.2% | +14.8% | +5.9% |
| 30D | +5.8% | -1.9% | +7.7% | +5.8% |
| 3M | -8.6% | -6.5% | -2.1% | -8.5% |
| 6M | -18.8% | -15.2% | -3.6% | -18.4% |
| YTD | -26.8% | -9.5% | -17.3% | -26.8% |
| 1Y | -39.3% | -13.2% | -26.1% | -39.1% |
| 3Y | -22.5% | +19.5% | -42.0% | -22.9% |
| All | -22.5% | +18.5% | -41.0% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling