+11.1%
SMR vs PDD
+54.3%
-43.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.0% | +18.3% | +15.6% |
| 7D | +21.4% | -4.1% | +25.5% | +21.9% |
| 30D | +13.8% | -13.1% | +26.9% | +15.7% |
| 3M | +3.9% | -3.5% | +7.4% | +4.1% |
| 6M | -4.2% | -21.8% | +17.6% | -1.3% |
| YTD | -21.1% | -29.7% | +8.6% | -17.7% |
| 1Y | -67.1% | -36.2% | -30.9% | -65.4% |
| 3Y | +88.9% | -16.4% | +105.2% | +89.8% |
| All | +11.1% | +54.3% | -43.2% | +5.8% |
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