-18.4%
PDD vs SBAC
-41.3%
+22.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | -7.6% | -3.4% | -4.3% | -6.9% |
| 30D | -5.4% | +2.6% | -8.0% | -6.1% |
| 3M | -12.9% | +2.6% | -15.5% | -13.7% |
| 6M | -19.0% | -11.5% | -7.5% | -17.1% |
| YTD | -31.6% | -1.6% | -30.0% | -32.2% |
| 1Y | -43.0% | -5.1% | -37.9% | -43.0% |
| 3Y | -28.9% | -9.3% | -19.6% | -30.2% |
| 5Y | -18.4% | -41.0% | +22.6% | -6.0% |
| All | -18.4% | -41.3% | +22.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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