+131.3%
SAP vs PDD
+216.8%
-85.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +4.0% | +5.9% | -1.8% | +3.4% |
| 30D | +15.7% | +7.1% | +8.6% | +14.9% |
| 3M | +23.4% | -7.7% | +31.1% | +24.3% |
| 6M | +41.3% | -13.2% | +54.5% | +43.0% |
| YTD | +2.0% | -26.0% | +28.0% | +4.8% |
| 1Y | -5.1% | -38.4% | +33.3% | -0.7% |
| 3Y | +82.1% | -21.1% | +103.3% | +81.7% |
| 5Y | +77.2% | +0.3% | +76.8% | +62.6% |
| All | +131.3% | +216.8% | -85.5% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling