+207.9%
PDD vs SAN
+247.6%
-39.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -4.1% | +1.8% | -5.8% | -4.7% |
| 30D | -9.6% | +2.0% | -11.6% | -10.3% |
| 3M | -4.3% | +19.7% | -24.0% | -10.5% |
| 6M | -18.8% | +30.6% | -49.4% | -26.5% |
| YTD | -27.5% | +28.8% | -56.3% | -34.4% |
| 1Y | -33.6% | +57.8% | -91.4% | -44.1% |
| 3Y | -20.4% | +338.1% | -358.5% | -53.8% |
| 5Y | -19.6% | +384.2% | -403.8% | -55.9% |
| All | +207.9% | +247.6% | -39.7% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling