+197.4%
PDD vs SYY
+35.5%
+161.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -1.0% | +4.7% | -5.7% | -2.0% |
| 30D | -2.4% | -0.7% | -1.7% | -2.4% |
| 3M | -14.6% | -6.8% | -7.8% | -13.5% |
| 6M | -19.6% | +8.6% | -28.3% | -21.5% |
| YTD | -30.0% | +8.4% | -38.4% | -32.0% |
| 1Y | -42.5% | +7.1% | -49.6% | -44.0% |
| 3Y | -27.2% | +25.2% | -52.4% | -32.4% |
| 5Y | -8.2% | +13.0% | -21.2% | -12.0% |
| All | +197.4% | +35.5% | +161.9% | +158.3% |
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