-23.7%
PDD vs SNAP
-92.8%
+69.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.6% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | -9.6% | +2.6% | -12.2% | -10.4% |
| 3M | -4.3% | -9.9% | +5.6% | -3.1% |
| 6M | -18.8% | +1.9% | -20.6% | -20.6% |
| YTD | -27.5% | -32.2% | +4.7% | -23.2% |
| 1Y | -33.6% | -22.8% | -10.8% | -32.1% |
| 3Y | -20.4% | -47.6% | +27.2% | -21.2% |
| All | -23.7% | -92.8% | +69.1% | +7.9% |
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