+104.3%
PDD vs SOUN
-58.7%
+163.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.9% | +6.1% | -1.6% |
| 7D | -7.6% | -15.5% | +7.8% | -7.2% |
| 30D | -5.4% | -26.2% | +20.8% | -4.6% |
| 3M | -12.9% | -51.4% | +38.4% | -11.2% |
| 6M | -19.0% | -55.3% | +36.3% | -17.3% |
| YTD | -31.6% | -63.9% | +32.3% | -30.0% |
| 1Y | -43.0% | -72.8% | +29.8% | -41.3% |
| 3Y | -28.9% | +101.1% | -130.0% | -30.8% |
| All | +104.3% | -58.7% | +163.0% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling