-6.4%
SAP vs PDD
-39.8%
+33.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.8% |
| 7D | -0.7% | +5.6% | -6.3% | -2.1% |
| 30D | +11.1% | +5.8% | +5.3% | +9.4% |
| 3M | +17.0% | -8.6% | +25.6% | +19.7% |
| 6M | +34.8% | -18.8% | +53.7% | +38.2% |
| YTD | -2.2% | -26.8% | +24.6% | +1.3% |
| 1Y | -6.4% | -39.3% | +32.8% | +1.1% |
| All | -6.4% | -39.8% | +33.4% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling