+207.9%
PDD vs SONY
+139.5%
+68.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.7% |
| 7D | -4.1% | -1.2% | -2.9% | -3.4% |
| 30D | -9.6% | +9.4% | -19.0% | -14.5% |
| 3M | -4.3% | +10.5% | -14.8% | -10.5% |
| 6M | -18.8% | +11.7% | -30.4% | -24.8% |
| YTD | -27.5% | -4.1% | -23.4% | -26.6% |
| 1Y | -33.6% | -11.8% | -21.9% | -29.9% |
| 3Y | -20.4% | +45.9% | -66.3% | -43.9% |
| 5Y | -19.6% | +16.3% | -35.9% | -33.0% |
| All | +207.9% | +139.5% | +68.4% | +71.2% |
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