+78.7%
SO vs PDD
-16.7%
+95.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | +1.2% |
| 7D | +1.4% | -4.9% | +6.2% | +1.3% |
| 30D | +4.7% | -3.0% | +7.8% | +4.7% |
| 3M | +1.7% | -6.2% | +7.9% | +1.7% |
| 6M | +2.2% | -20.7% | +22.9% | +2.1% |
| YTD | +10.0% | -30.4% | +40.3% | +9.9% |
| 1Y | +6.0% | -41.3% | +47.3% | +6.0% |
| 3Y | +54.1% | -27.7% | +81.8% | +53.9% |
| All | +78.7% | -16.7% | +95.4% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling