-53.7%
SMR vs PDD
+52.8%
-106.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.5% |
| 7D | -8.3% | -4.9% | -3.4% | -7.7% |
| 30D | -20.1% | -3.0% | -17.0% | -19.9% |
| 3M | -52.7% | -6.2% | -46.5% | -52.4% |
| 6M | -61.0% | -20.7% | -40.3% | -60.1% |
| YTD | -67.1% | -30.4% | -36.8% | -65.7% |
| 1Y | -79.9% | -41.3% | -38.6% | -78.7% |
| 3Y | +101.7% | -27.7% | +129.4% | +104.9% |
| All | -53.7% | +52.8% | -106.5% | -55.9% |
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