-67.1%
SMR vs PDD
-36.6%
-30.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.0% | +18.3% | +17.1% |
| 7D | +21.4% | -4.1% | +25.5% | +24.3% |
| 30D | +13.8% | -13.1% | +26.9% | +24.0% |
| 3M | +3.9% | -3.5% | +7.4% | +4.0% |
| 6M | -4.2% | -21.8% | +17.6% | +15.4% |
| YTD | -21.1% | -29.7% | +8.6% | +1.7% |
| 1Y | -67.1% | -36.2% | -30.9% | -51.8% |
| All | -67.1% | -36.6% | -30.5% | -51.8% |
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