-25.7%
PDD vs SONY
+59.5%
-85.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.1% |
| 7D | -1.4% | +6.1% | -7.5% | -3.1% |
| 30D | -1.0% | +12.2% | -13.2% | -4.1% |
| 3M | -12.3% | +15.3% | -27.6% | -15.8% |
| 6M | -18.5% | +34.3% | -52.8% | -25.0% |
| YTD | -29.0% | +5.7% | -34.7% | -30.9% |
| 1Y | -40.7% | -2.3% | -38.4% | -41.2% |
| 3Y | -25.7% | +67.1% | -92.8% | -31.7% |
| All | -25.7% | +59.5% | -85.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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