+166.5%
SO vs PDD
+192.6%
-26.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.5% |
| 7D | -0.9% | -7.6% | +6.7% | -0.9% |
| 30D | +4.9% | -5.4% | +10.4% | +4.9% |
| 3M | +0.8% | -12.9% | +13.7% | +0.8% |
| 6M | +0.6% | -19.0% | +19.6% | +0.6% |
| YTD | +8.7% | -31.6% | +40.3% | +8.7% |
| 1Y | +4.0% | -43.0% | +47.0% | +4.0% |
| 3Y | +50.6% | -28.9% | +79.5% | +50.4% |
| 5Y | +77.5% | -18.4% | +95.9% | +78.4% |
| All | +166.5% | +192.6% | -26.1% | +166.7% |
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