+214.4%
PDD vs SAN
+183.1%
+31.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +5.9% | +3.5% | +2.4% | +4.6% |
| 30D | +7.1% | -13.2% | +20.3% | +12.1% |
| 3M | -7.7% | -16.9% | +9.3% | -2.2% |
| 6M | -13.2% | +2.3% | -15.6% | -14.9% |
| YTD | -26.0% | +4.9% | -30.9% | -28.5% |
| 1Y | -38.4% | +20.4% | -58.9% | -43.3% |
| 3Y | -21.1% | +243.2% | -264.3% | -50.4% |
| 5Y | +0.3% | +275.3% | -274.9% | -40.7% |
| All | +214.4% | +183.1% | +31.3% | +129.5% |
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