-20.1%
PDD vs SNY
-9.7%
-10.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | -3.6% | -1.0% | -4.0% |
| 30D | -14.0% | -1.9% | -12.1% | -13.7% |
| 3M | -4.9% | -2.0% | -2.9% | -4.6% |
| 6M | -25.8% | +2.5% | -28.3% | -26.1% |
| YTD | -31.4% | -7.0% | -24.4% | -30.5% |
| 1Y | -37.6% | -4.4% | -33.2% | -37.1% |
| All | -20.1% | -9.7% | -10.4% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling