+191.4%
PDD vs SNY
+38.2%
+153.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.4% | -3.3% | -2.0% | -4.2% |
| 30D | -12.6% | -2.2% | -10.5% | -11.9% |
| 3M | -4.3% | -3.0% | -1.3% | -3.4% |
| 6M | -24.4% | +2.7% | -27.1% | -25.5% |
| YTD | -31.4% | -6.8% | -24.5% | -29.9% |
| 1Y | -38.1% | -5.3% | -32.8% | -37.4% |
| 3Y | -20.1% | -9.8% | -10.3% | -19.8% |
| 5Y | -25.0% | +9.7% | -34.7% | -33.8% |
| All | +191.4% | +38.2% | +153.2% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling