-12.1%
PDD vs SN
+671.3%
-683.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +1.5% |
| 7D | -4.9% | +1.5% | -6.4% | -5.1% |
| 30D | -3.0% | +21.5% | -24.6% | -5.2% |
| 3M | -6.2% | +20.0% | -26.2% | -8.3% |
| 6M | -20.7% | +119.9% | -140.6% | -28.0% |
| YTD | -30.4% | +102.3% | -132.7% | -36.3% |
| 1Y | -41.3% | +148.0% | -189.3% | -47.6% |
| 3Y | -27.7% | +450.0% | -477.7% | -39.8% |
| All | -12.1% | +671.3% | -683.4% | -27.3% |
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