+201.5%
PDD vs SAN
+193.7%
+7.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.2% | -5.1% |
| 7D | -1.4% | +8.7% | -10.2% | -4.3% |
| 30D | -1.0% | -6.5% | +5.4% | +0.9% |
| 3M | -12.3% | -14.2% | +1.9% | -8.2% |
| 6M | -18.5% | +2.7% | -21.2% | -20.3% |
| YTD | -29.0% | +8.9% | -37.9% | -32.3% |
| 1Y | -40.7% | +23.4% | -64.1% | -45.9% |
| 3Y | -25.7% | +257.9% | -283.6% | -53.9% |
| 5Y | -3.3% | +297.8% | -301.0% | -43.8% |
| All | +201.5% | +193.7% | +7.8% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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