+47.9%
SO vs PDD
-23.2%
+71.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -1.5% | +5.6% | -7.1% | -1.4% |
| 30D | +8.1% | +5.8% | +2.3% | +8.2% |
| 3M | +0.2% | -8.6% | +8.8% | +0.1% |
| 6M | +0.4% | -18.8% | +19.2% | +0.2% |
| YTD | +8.5% | -26.8% | +35.3% | +8.3% |
| 1Y | +4.9% | -39.3% | +44.2% | +4.7% |
| 3Y | +47.9% | -22.5% | +70.4% | +47.1% |
| All | +47.9% | -23.2% | +71.1% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling