-0.3%
PDD vs SNAP
-90.7%
+90.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.6% |
| 7D | +5.6% | -7.1% | +12.7% | +6.9% |
| 30D | +5.8% | -14.6% | +20.4% | +8.7% |
| 3M | -8.6% | -5.0% | -3.6% | -8.8% |
| 6M | -18.8% | -18.8% | 0.0% | -16.9% |
| YTD | -26.8% | -38.5% | +11.8% | -21.3% |
| 1Y | -39.3% | -38.1% | -1.2% | -35.0% |
| 3Y | -22.5% | -53.8% | +31.3% | -21.4% |
| All | -0.3% | -90.7% | +90.5% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling