+214.4%
PDD vs SNAP
-61.1%
+275.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.0% | +16.2% | +5.3% |
| 7D | +5.9% | -10.4% | +16.3% | +8.0% |
| 30D | +7.1% | -11.9% | +19.0% | +9.5% |
| 3M | -7.7% | -4.5% | -3.2% | -7.9% |
| 6M | -13.2% | -16.7% | +3.5% | -11.5% |
| YTD | -26.0% | -36.9% | +11.0% | -20.7% |
| 1Y | -38.4% | -30.3% | -8.2% | -35.7% |
| 3Y | -21.1% | -52.5% | +31.4% | -19.6% |
| 5Y | +0.3% | -90.4% | +90.8% | +36.4% |
| All | +214.4% | -61.1% | +275.5% | +298.7% |
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 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