+190.4%
PDD vs SYY
+33.1%
+157.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -7.6% | +1.3% | -9.0% | -7.9% |
| 30D | -5.4% | -3.5% | -1.9% | -4.8% |
| 3M | -12.9% | -9.3% | -3.6% | -11.2% |
| 6M | -19.0% | +5.9% | -24.9% | -20.4% |
| YTD | -31.6% | +6.5% | -38.1% | -33.3% |
| 1Y | -43.0% | +4.0% | -47.0% | -44.1% |
| 3Y | -28.9% | +23.0% | -51.9% | -33.7% |
| 5Y | -18.4% | +14.3% | -32.7% | -21.7% |
| All | +190.4% | +33.1% | +157.3% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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