+207.9%
PDD vs SNAP
-58.1%
+266.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | -4.3% | -9.9% | +5.6% | -3.0% |
| 6M | -18.8% | +1.9% | -20.6% | -20.8% |
| YTD | -27.5% | -32.2% | +4.7% | -22.9% |
| 1Y | -33.6% | -22.8% | -10.8% | -32.0% |
| 3Y | -20.4% | -47.6% | +27.2% | -20.6% |
| 5Y | -19.6% | -92.7% | +73.1% | +16.1% |
| All | +207.9% | -58.1% | +266.1% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling