-38.6%
PDD vs SNY
+2.7%
-41.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.3% | +1.2% |
| 7D | +6.0% | +12.4% | -6.3% | +2.9% |
| 30D | +5.5% | +20.1% | -14.7% | +0.6% |
| 3M | -9.8% | +11.2% | -21.0% | -12.0% |
| 6M | -16.0% | +9.5% | -25.5% | -18.0% |
| YTD | -27.6% | +3.4% | -30.9% | -27.4% |
| 1Y | -38.6% | +2.0% | -40.6% | -37.9% |
| All | -38.6% | +2.7% | -41.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling