-11.6%
PDD vs SN
+671.7%
-683.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -1.0% | +7.6% | -8.5% | -1.8% |
| 30D | -2.4% | +22.4% | -24.8% | -4.6% |
| 3M | -14.6% | +21.7% | -36.3% | -16.7% |
| 6M | -19.6% | +102.8% | -122.4% | -26.3% |
| YTD | -30.0% | +102.4% | -132.4% | -36.0% |
| 1Y | -42.5% | +139.0% | -181.5% | -48.5% |
| 3Y | -27.2% | +440.4% | -467.6% | -39.4% |
| All | -11.6% | +671.7% | -683.3% | -26.9% |
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