-18.8%
PDD vs SRE
-11.4%
-7.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.6% |
| 7D | -4.1% | -0.3% | -3.7% | -4.1% |
| 30D | -9.6% | -0.7% | -8.9% | -9.6% |
| 3M | -4.3% | -6.3% | +2.0% | -5.8% |
| 6M | -18.8% | -10.7% | -8.1% | -20.9% |
| All | -18.8% | -11.4% | -7.3% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling