-6.5%
PDD vs SN
+639.7%
-646.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +5.9% | +3.8% | +2.1% | +5.4% |
| 30D | +7.1% | +17.5% | -10.5% | +5.1% |
| 3M | -7.7% | +19.2% | -26.9% | -9.7% |
| 6M | -13.2% | +84.9% | -98.2% | -19.6% |
| YTD | -26.0% | +94.0% | -120.0% | -32.0% |
| 1Y | -38.4% | +151.3% | -189.8% | -45.1% |
| 3Y | -21.1% | +387.1% | -408.2% | -34.0% |
| All | -6.5% | +639.7% | -646.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling