+211.0%
PDD vs SNAP
-62.1%
+273.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.5% |
| 7D | +5.6% | -7.1% | +12.7% | +6.9% |
| 30D | +5.8% | -14.6% | +20.4% | +8.9% |
| 3M | -8.6% | -5.0% | -3.6% | -8.8% |
| 6M | -18.8% | -18.8% | 0.0% | -16.8% |
| YTD | -26.8% | -38.5% | +11.8% | -21.1% |
| 1Y | -39.3% | -38.1% | -1.2% | -34.8% |
| 3Y | -22.5% | -53.8% | +31.3% | -20.6% |
| 5Y | -0.8% | -90.7% | +89.9% | +35.7% |
| All | +211.0% | -62.1% | +273.0% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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