-3.6%
SMR vs PDD
+59.1%
-62.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +4.4% | -4.1% | +8.5% | +5.0% |
| 30D | +3.4% | -9.6% | +13.0% | +4.6% |
| 3M | -19.2% | -4.3% | -14.9% | -18.9% |
| 6M | -22.6% | -18.8% | -3.9% | -20.6% |
| YTD | -31.5% | -27.5% | -4.0% | -28.8% |
| 1Y | -73.1% | -33.6% | -39.4% | -71.8% |
| 3Y | +55.0% | -20.4% | +75.4% | +56.2% |
| All | -3.6% | +59.1% | -62.7% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling