+196.4%
SPYM vs PDD
+213.3%
-17.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -2.7% | +5.6% | -8.3% | -3.1% |
| 30D | -5.4% | +5.8% | -11.1% | -5.8% |
| 3M | -4.1% | -8.6% | +4.5% | -3.5% |
| 6M | +0.8% | -18.8% | +19.6% | +2.2% |
| YTD | +8.8% | -26.8% | +35.5% | +11.1% |
| 1Y | +11.0% | -39.3% | +50.3% | +15.0% |
| 3Y | +75.5% | -22.5% | +98.0% | +75.0% |
| 5Y | +68.4% | -0.8% | +69.2% | +57.1% |
| All | +196.4% | +213.3% | -17.0% | +134.0% |
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