-13.6%
PDD vs SAN
+294.0%
-307.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.6% |
| 7D | -4.9% | +4.0% | -8.9% | -6.8% |
| 30D | -3.0% | -7.8% | +4.8% | +0.2% |
| 3M | -6.2% | -16.4% | +10.2% | +0.9% |
| 6M | -20.7% | +3.5% | -24.2% | -23.7% |
| YTD | -30.4% | +6.7% | -37.0% | -34.7% |
| 1Y | -41.3% | +14.5% | -55.8% | -46.9% |
| 3Y | -27.7% | +243.5% | -271.2% | -65.5% |
| All | -13.6% | +294.0% | -307.6% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling