+32.1%
SNOW vs PDD
-3.8%
+35.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.2% |
| 7D | +4.9% | -4.1% | +9.0% | +5.9% |
| 30D | +1.5% | -13.1% | +14.6% | +4.8% |
| 3M | +39.5% | -3.5% | +43.0% | +40.4% |
| 6M | +85.9% | -21.8% | +107.7% | +95.4% |
| YTD | +52.9% | -29.7% | +82.6% | +64.9% |
| 1Y | +48.1% | -36.2% | +84.3% | +63.3% |
| 3Y | +102.2% | -16.4% | +118.5% | +91.8% |
| 5Y | +5.5% | -23.8% | +29.3% | -15.5% |
| All | +32.1% | -3.8% | +35.9% | -5.4% |
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