-27.7%
PDD vs SYF
+159.4%
-187.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | -4.9% | -2.0% | -2.9% | -4.6% |
| 30D | -3.0% | +1.2% | -4.2% | -3.2% |
| 3M | -6.2% | -9.4% | +3.2% | -4.7% |
| 6M | -20.7% | +4.4% | -25.1% | -21.8% |
| YTD | -30.4% | -11.9% | -18.4% | -29.3% |
| 1Y | -41.3% | -0.4% | -40.9% | -41.7% |
| 3Y | -27.7% | +159.6% | -187.3% | -55.3% |
| All | -27.7% | +159.4% | -187.1% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling