+203.3%
SPYM vs PDD
+203.8%
-0.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.4% | +2.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | -3.3% | -1.0% | -2.3% | -3.3% |
| 3M | -2.4% | -12.3% | +9.9% | -1.5% |
| 6M | +2.6% | -18.5% | +21.1% | +4.0% |
| YTD | +11.3% | -29.0% | +40.3% | +14.0% |
| 1Y | +13.5% | -40.7% | +54.2% | +17.8% |
| 3Y | +80.3% | -25.7% | +106.0% | +80.4% |
| 5Y | +72.7% | -3.3% | +76.0% | +61.4% |
| All | +203.3% | +203.8% | -0.5% | +140.1% |
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 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