+122.3%
SAP vs PDD
+192.6%
-70.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -3.9% | -7.6% | +3.8% | -3.1% |
| 30D | +6.5% | -5.4% | +11.9% | +7.1% |
| 3M | +14.7% | -12.9% | +27.6% | +16.2% |
| 6M | +39.9% | -19.0% | +58.9% | +42.7% |
| YTD | -2.0% | -31.6% | +29.7% | +1.6% |
| 1Y | -6.0% | -43.0% | +37.0% | -0.9% |
| 3Y | +67.7% | -28.9% | +96.6% | +69.0% |
| 5Y | +78.8% | -18.4% | +97.2% | +67.5% |
| All | +122.3% | +192.6% | -70.3% | +68.9% |
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