-13.7%
PDD vs SN
+650.0%
-663.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.5% |
| 7D | -7.6% | +1.4% | -9.0% | -7.8% |
| 30D | -5.4% | +16.6% | -22.0% | -7.1% |
| 3M | -12.9% | +18.3% | -31.2% | -14.7% |
| 6M | -19.0% | +103.1% | -122.1% | -25.8% |
| YTD | -31.6% | +96.7% | -128.4% | -37.3% |
| 1Y | -43.0% | +134.3% | -177.4% | -48.8% |
| 3Y | -28.9% | +425.2% | -454.1% | -40.6% |
| All | -13.7% | +650.0% | -663.7% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling