+207.9%
PDD vs SSNC
+64.4%
+143.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.3% |
| 7D | -4.1% | +0.6% | -4.7% | -4.4% |
| 30D | -9.6% | +6.0% | -15.6% | -12.3% |
| 3M | -4.3% | +21.0% | -25.2% | -13.3% |
| 6M | -18.8% | +12.1% | -30.8% | -23.9% |
| YTD | -27.5% | -3.2% | -24.3% | -27.3% |
| 1Y | -33.6% | -4.4% | -29.3% | -33.3% |
| 3Y | -20.4% | +51.6% | -72.0% | -38.9% |
| 5Y | -19.6% | +21.1% | -40.7% | -30.4% |
| All | +207.9% | +64.4% | +143.5% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling