-45.9%
SMR vs PDD
+55.8%
-101.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +7.5% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -24.4% | -1.0% | -23.4% | -24.4% |
| 3M | -44.6% | -12.3% | -32.3% | -43.9% |
| 6M | -56.7% | -18.5% | -38.1% | -55.7% |
| YTD | -61.6% | -29.0% | -32.6% | -60.1% |
| 1Y | -82.1% | -40.7% | -41.4% | -81.0% |
| 3Y | +161.5% | -25.7% | +187.2% | +164.8% |
| All | -45.9% | +55.8% | -101.7% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling