-14.9%
PDD vs SONY
+46.4%
-61.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | -4.1% | -1.2% | -2.9% | -3.8% |
| 30D | -9.6% | +9.4% | -19.0% | -11.9% |
| 3M | -4.3% | +10.5% | -14.8% | -7.2% |
| 6M | -18.8% | +11.7% | -30.4% | -21.5% |
| YTD | -27.5% | -4.1% | -23.4% | -27.4% |
| 1Y | -33.6% | -11.8% | -21.9% | -32.3% |
| All | -14.9% | +46.4% | -61.3% | -21.5% |
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