+56.4%
SAP vs PDD
-22.7%
+79.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.9% | -4.1% | +1.2% | -2.5% |
| 30D | +9.0% | -9.6% | +18.6% | +10.2% |
| 3M | +14.9% | -4.3% | +19.2% | +15.4% |
| 6M | +11.9% | -18.8% | +30.7% | +14.1% |
| YTD | -9.9% | -27.5% | +17.6% | -7.1% |
| 1Y | -19.5% | -33.6% | +14.1% | -16.3% |
| 3Y | +61.8% | -20.4% | +82.2% | +61.1% |
| All | +56.4% | -22.7% | +79.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling