-46.2%
PDD vs SARO
-20.0%
-26.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -4.1% | -0.8% | -3.3% | -4.0% |
| 30D | -9.6% | -20.0% | +10.4% | -7.5% |
| 3M | -4.3% | -2.9% | -1.4% | -4.4% |
| 6M | -18.8% | -17.7% | -1.1% | -17.7% |
| YTD | -27.5% | -13.5% | -14.0% | -26.9% |
| 1Y | -33.6% | -9.7% | -23.9% | -33.4% |
| All | -46.2% | -20.0% | -26.2% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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