+166.1%
SO vs PDD
+213.3%
-47.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -1.5% | +5.6% | -7.1% | -1.5% |
| 30D | +8.1% | +5.8% | +2.3% | +8.1% |
| 3M | +0.2% | -8.6% | +8.8% | +0.2% |
| 6M | +0.4% | -18.8% | +19.2% | +0.4% |
| YTD | +8.5% | -26.8% | +35.3% | +8.5% |
| 1Y | +4.9% | -39.3% | +44.2% | +5.0% |
| 3Y | +47.9% | -22.5% | +70.4% | +47.8% |
| 5Y | +75.7% | -0.8% | +76.4% | +76.4% |
| All | +166.1% | +213.3% | -47.2% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling