-80.9%
SMR vs PDD
-41.6%
-39.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +8.7% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | -24.4% | -1.0% | -23.4% | -24.6% |
| 3M | -44.6% | -12.3% | -32.3% | -40.2% |
| 6M | -56.7% | -18.5% | -38.1% | -49.6% |
| YTD | -61.6% | -29.0% | -32.6% | -49.2% |
| All | -80.9% | -41.6% | -39.3% | -73.8% |
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 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