+76.1%
SO vs PDD
-5.9%
+81.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -0.1% | -1.0% | +0.9% | -0.1% |
| 30D | +8.7% | -2.4% | +11.1% | +8.7% |
| 3M | +3.4% | -14.6% | +18.0% | +3.3% |
| 6M | +3.7% | -19.6% | +23.3% | +3.6% |
| YTD | +10.0% | -30.0% | +40.0% | +9.9% |
| 1Y | +6.6% | -42.5% | +49.1% | +6.5% |
| 3Y | +52.5% | -27.2% | +79.7% | +52.3% |
| 5Y | +76.1% | -8.2% | +84.3% | +80.3% |
| All | +76.1% | -5.9% | +81.9% | +80.3% |
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 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