-27.2%
PDD vs SAN
+258.0%
-285.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | -1.0% | +10.8% | -11.7% | -4.2% |
| 30D | -2.4% | -5.7% | +3.3% | -0.8% |
| 3M | -14.6% | -13.4% | -1.2% | -11.1% |
| 6M | -19.6% | +3.5% | -23.2% | -21.8% |
| YTD | -30.0% | +9.7% | -39.7% | -33.7% |
| 1Y | -42.5% | +20.9% | -63.4% | -47.5% |
| 3Y | -27.2% | +254.3% | -281.5% | -57.9% |
| All | -27.2% | +258.0% | -285.2% | -57.9% |
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 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