-8.5%
PDD vs SN
+490.7%
-499.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.8% |
| 7D | -4.1% | -9.3% | +5.3% | -3.1% |
| 30D | -9.6% | -4.8% | -4.8% | -9.2% |
| 3M | -4.3% | +40.4% | -44.7% | -8.3% |
| 6M | -18.8% | +50.9% | -69.7% | -23.1% |
| YTD | -27.5% | +54.9% | -82.4% | -31.7% |
| 1Y | -33.6% | +43.0% | -76.7% | -37.1% |
| 3Y | -20.4% | +391.8% | -412.2% | -31.4% |
| All | -8.5% | +490.7% | -499.2% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling