-25.3%
PDD vs SNY
+9.4%
-34.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.4% | -3.3% | -2.0% | -4.5% |
| 30D | -12.6% | -2.2% | -10.5% | -12.1% |
| 3M | -4.3% | -3.0% | -1.3% | -3.6% |
| 6M | -24.4% | +2.7% | -27.1% | -25.2% |
| YTD | -31.4% | -6.8% | -24.5% | -30.3% |
| 1Y | -38.1% | -5.3% | -32.8% | -37.5% |
| 3Y | -20.1% | -9.8% | -10.3% | -18.9% |
| All | -25.3% | +9.4% | -34.7% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling