-22.5%
PDD vs SSNC
+54.4%
-76.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +5.6% | -3.3% | +9.0% | +6.4% |
| 30D | +5.8% | -1.3% | +7.0% | +5.9% |
| 3M | -8.6% | -2.3% | -6.3% | -8.4% |
| 6M | -18.8% | +12.6% | -31.5% | -21.5% |
| YTD | -26.8% | -10.1% | -16.7% | -25.7% |
| 1Y | -39.3% | -6.6% | -32.7% | -39.0% |
| 3Y | -22.5% | +54.0% | -76.5% | -30.9% |
| All | -22.5% | +54.4% | -76.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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