-14.9%
PDD vs SAN
+358.9%
-373.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.1% | +1.8% | -5.8% | -4.6% |
| 30D | -9.6% | +2.0% | -11.6% | -10.2% |
| 3M | -4.3% | +19.7% | -24.0% | -10.2% |
| 6M | -18.8% | +30.6% | -49.4% | -26.2% |
| YTD | -27.5% | +28.8% | -56.3% | -34.1% |
| 1Y | -33.6% | +57.8% | -91.4% | -43.6% |
| All | -14.9% | +358.9% | -373.8% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling