-22.5%
PDD vs SYY
+24.3%
-46.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -1.3% |
| 7D | +5.6% | -7.3% | +12.9% | +6.4% |
| 30D | +5.8% | +0.1% | +5.7% | +5.7% |
| 3M | -8.6% | -8.2% | -0.4% | -7.8% |
| 6M | -18.8% | +6.3% | -25.1% | -19.6% |
| YTD | -26.8% | +7.3% | -34.1% | -27.7% |
| 1Y | -39.3% | +8.5% | -47.8% | -40.2% |
| 3Y | -22.5% | +24.9% | -47.4% | -23.5% |
| All | -22.5% | +24.3% | -46.8% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling