+169.6%
SO vs PDD
+203.8%
-34.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.4% | +1.3% |
| 7D | -1.1% | -1.4% | +0.3% | -1.1% |
| 30D | +8.6% | -1.0% | +9.6% | +8.6% |
| 3M | +1.8% | -12.3% | +14.1% | +1.8% |
| 6M | +3.6% | -18.5% | +22.1% | +3.6% |
| YTD | +9.9% | -29.0% | +38.9% | +10.0% |
| 1Y | +5.7% | -40.7% | +46.4% | +5.8% |
| 3Y | +52.5% | -25.7% | +78.2% | +52.4% |
| 5Y | +77.3% | -3.3% | +80.6% | +78.1% |
| All | +169.6% | +203.8% | -34.1% | +169.8% |
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 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