+207.9%
PDD vs SYY
+38.7%
+169.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -4.1% | -2.3% | -1.8% | -3.6% |
| 30D | -9.6% | -4.9% | -4.7% | -8.6% |
| 3M | -4.3% | +8.4% | -12.7% | -6.1% |
| 6M | -18.8% | -7.4% | -11.4% | -17.8% |
| YTD | -27.5% | +11.0% | -38.5% | -29.7% |
| 1Y | -33.6% | -0.2% | -33.4% | -34.2% |
| 3Y | -20.4% | +23.8% | -44.2% | -25.7% |
| 5Y | -19.6% | +18.1% | -37.7% | -23.3% |
| All | +207.9% | +38.7% | +169.2% | +166.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling