-49.5%
SMR vs PDD
+60.7%
-110.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.1% | +17.3% | +16.4% |
| 7D | -9.6% | +5.6% | -15.2% | -10.3% |
| 30D | -33.8% | +5.8% | -39.5% | -34.3% |
| 3M | -46.4% | -8.6% | -37.7% | -45.9% |
| 6M | -62.4% | -18.8% | -43.6% | -61.6% |
| YTD | -64.1% | -26.8% | -37.4% | -62.9% |
| 1Y | -84.3% | -39.3% | -45.1% | -83.5% |
| 3Y | +55.8% | -22.5% | +78.3% | +57.2% |
| All | -49.5% | +60.7% | -110.2% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling