+198.7%
PDD vs SYF
+187.1%
+11.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | -4.1% | +2.6% | -6.7% | -4.7% |
| 30D | -13.1% | 0.0% | -13.1% | -13.2% |
| 3M | -3.5% | +11.9% | -15.4% | -6.6% |
| 6M | -21.8% | +18.9% | -40.7% | -25.5% |
| YTD | -29.7% | -4.6% | -25.1% | -29.5% |
| 1Y | -36.2% | +6.4% | -42.6% | -37.9% |
| 3Y | -16.4% | +167.2% | -183.5% | -38.2% |
| 5Y | -23.8% | +92.3% | -116.2% | -40.3% |
| All | +198.7% | +187.1% | +11.6% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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