+205.2%
SPYM vs PDD
+192.6%
+12.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.2% |
| 7D | +3.3% | -7.6% | +10.9% | +3.9% |
| 30D | -2.6% | -5.4% | +2.8% | -2.3% |
| 3M | -1.7% | -12.9% | +11.2% | -0.7% |
| 6M | +3.1% | -19.0% | +22.1% | +4.6% |
| YTD | +12.0% | -31.6% | +43.6% | +15.0% |
| 1Y | +12.1% | -43.0% | +55.1% | +16.7% |
| 3Y | +78.5% | -28.9% | +107.4% | +79.3% |
| 5Y | +73.8% | -18.4% | +92.2% | +64.7% |
| All | +205.2% | +192.6% | +12.6% | +142.2% |
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 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