-27.7%
PDD vs SRE
+24.6%
-52.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.8% |
| 7D | -4.9% | +1.8% | -6.6% | -4.9% |
| 30D | -3.0% | -3.0% | -0.1% | -3.0% |
| 3M | -6.2% | -7.3% | +1.1% | -6.0% |
| 6M | -20.7% | -11.9% | -8.8% | -20.4% |
| YTD | -30.4% | -7.9% | -22.5% | -30.5% |
| 1Y | -41.3% | -11.1% | -30.1% | -41.2% |
| 3Y | -27.7% | +24.8% | -52.5% | -27.1% |
| All | -27.7% | +24.6% | -52.3% | -27.1% |
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