+169.0%
SO vs PDD
+216.8%
-47.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.2% |
| 7D | +0.4% | +5.9% | -5.5% | +0.4% |
| 30D | +9.2% | +7.1% | +2.2% | +9.2% |
| 3M | +1.1% | -7.7% | +8.8% | +1.1% |
| 6M | -1.1% | -13.2% | +12.2% | -1.0% |
| YTD | +9.7% | -26.0% | +35.6% | +9.7% |
| 1Y | +5.5% | -38.4% | +43.9% | +5.5% |
| 3Y | +47.0% | -21.1% | +68.2% | +46.9% |
| 5Y | +77.6% | +0.3% | +77.3% | +78.4% |
| All | +169.0% | +216.8% | -47.8% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling