+121.7%
SAP vs PDD
+213.3%
-91.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.0% |
| 7D | -0.7% | +5.6% | -6.3% | -1.2% |
| 30D | +11.1% | +5.8% | +5.3% | +10.4% |
| 3M | +17.0% | -8.6% | +25.6% | +18.0% |
| 6M | +34.8% | -18.8% | +53.7% | +37.5% |
| YTD | -2.2% | -26.8% | +24.6% | +0.6% |
| 1Y | -6.4% | -39.3% | +32.8% | -2.0% |
| 3Y | +75.1% | -22.5% | +97.6% | +75.0% |
| 5Y | +69.8% | -0.8% | +70.6% | +56.0% |
| All | +121.7% | +213.3% | -91.6% | +67.3% |
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