+211.0%
PDD vs SYF
+169.3%
+41.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | -2.1% | +7.8% | +6.2% |
| 30D | +5.8% | +2.5% | +3.3% | +5.1% |
| 3M | -8.6% | -6.3% | -2.3% | -7.4% |
| 6M | -18.8% | -1.5% | -17.4% | -19.2% |
| YTD | -26.8% | -10.5% | -16.3% | -25.5% |
| 1Y | -39.3% | +1.5% | -40.8% | -40.2% |
| 3Y | -22.5% | +163.3% | -185.8% | -42.6% |
| 5Y | -0.8% | +66.8% | -67.5% | -20.1% |
| All | +211.0% | +169.3% | +41.7% | +125.7% |
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 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