+207.9%
PDD vs SYF
+191.8%
+16.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -4.1% | +2.4% | -6.5% | -4.6% |
| 30D | -9.6% | +0.8% | -10.4% | -9.9% |
| 3M | -4.3% | +13.4% | -17.7% | -7.7% |
| 6M | -18.8% | +16.3% | -35.1% | -22.2% |
| YTD | -27.5% | -3.0% | -24.5% | -27.6% |
| 1Y | -33.6% | +5.7% | -39.3% | -35.3% |
| 3Y | -20.4% | +160.1% | -180.5% | -40.7% |
| 5Y | -19.6% | +88.5% | -108.1% | -36.9% |
| All | +207.9% | +191.8% | +16.1% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling