-85.6%
SMR vs PDD
-38.2%
-47.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -6.9% | -5.9% |
| 7D | -9.5% | +6.0% | -15.6% | -12.9% |
| 30D | -33.2% | +5.5% | -38.7% | -35.5% |
| 3M | -45.9% | -9.8% | -36.2% | -42.4% |
| 6M | -57.9% | -16.0% | -41.9% | -51.9% |
| YTD | -63.8% | -27.6% | -36.2% | -52.9% |
| 1Y | -85.6% | -38.6% | -47.0% | -81.0% |
| All | -85.6% | -38.2% | -47.4% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling