-22.5%
PDD vs SAN
+235.5%
-258.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.2% | -0.4% |
| 7D | +5.6% | +4.9% | +0.7% | +4.0% |
| 30D | +5.8% | -13.0% | +18.8% | +10.3% |
| 3M | -8.6% | -18.9% | +10.3% | -2.9% |
| 6M | -18.8% | -4.1% | -14.7% | -19.0% |
| YTD | -26.8% | +2.6% | -29.4% | -29.1% |
| 1Y | -39.3% | +16.9% | -56.2% | -43.9% |
| 3Y | -22.5% | +239.1% | -261.6% | -54.1% |
| All | -22.5% | +235.5% | -258.0% | -54.1% |
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 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