+201.5%
PDD vs SONY
+163.9%
+37.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.3% | -3.2% |
| 7D | -1.4% | +6.1% | -7.5% | -4.9% |
| 30D | -1.0% | +12.2% | -13.2% | -7.7% |
| 3M | -12.3% | +15.3% | -27.6% | -19.8% |
| 6M | -18.5% | +34.3% | -52.8% | -32.5% |
| YTD | -29.0% | +5.7% | -34.7% | -32.3% |
| 1Y | -40.7% | -2.3% | -38.4% | -40.9% |
| 3Y | -25.7% | +67.1% | -92.8% | -51.9% |
| 5Y | -3.3% | +13.0% | -16.3% | -17.5% |
| All | +201.5% | +163.9% | +37.6% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling