+122.3%
SAP vs PDD
+198.2%
-75.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -2.5% | -3.8% | +1.3% | -2.1% |
| 30D | +7.5% | -2.4% | +9.8% | +7.7% |
| 3M | +11.6% | -12.7% | +24.3% | +13.1% |
| 6M | +37.6% | -20.0% | +57.7% | +40.5% |
| YTD | -2.0% | -30.3% | +28.4% | +1.4% |
| 1Y | -6.4% | -42.4% | +36.0% | -1.4% |
| 3Y | +67.7% | -27.5% | +95.2% | +68.7% |
| 5Y | +75.7% | -14.9% | +90.7% | +64.0% |
| All | +122.3% | +198.2% | -75.8% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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