+190.4%
PDD vs SAN
+185.9%
+4.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.9% |
| 7D | -7.6% | +1.0% | -8.6% | -8.1% |
| 30D | -5.4% | -9.4% | +4.0% | -2.6% |
| 3M | -12.9% | -17.1% | +4.2% | -7.8% |
| 6M | -19.0% | +2.2% | -21.2% | -20.7% |
| YTD | -31.6% | +6.0% | -37.6% | -34.3% |
| 1Y | -43.0% | +12.7% | -55.7% | -46.4% |
| 3Y | -28.9% | +242.1% | -271.0% | -55.3% |
| 5Y | -18.4% | +293.6% | -312.0% | -52.4% |
| All | +190.4% | +185.9% | +4.5% | +110.9% |
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