-23.7%
PDD vs SRE
+47.8%
-71.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | -9.6% | -0.7% | -8.9% | -9.6% |
| 3M | -4.3% | -6.3% | +2.0% | -3.7% |
| 6M | -18.8% | -10.7% | -8.1% | -17.9% |
| YTD | -27.5% | -3.5% | -24.0% | -27.6% |
| 1Y | -33.6% | +5.3% | -38.9% | -34.5% |
| 3Y | -20.4% | +31.8% | -52.2% | -26.2% |
| All | -23.7% | +47.8% | -71.5% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling