+14.7%
SNOW vs PDD
-2.9%
+17.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.6% | +6.3% |
| 7D | +0.2% | -1.4% | +1.6% | +0.4% |
| 30D | -21.1% | -1.0% | -20.0% | -21.1% |
| 3M | -11.9% | -12.3% | +0.4% | -9.5% |
| 6M | +91.0% | -18.5% | +109.5% | +98.8% |
| YTD | +32.7% | -29.0% | +61.7% | +42.5% |
| 1Y | +10.8% | -40.7% | +51.5% | +24.0% |
| 3Y | +86.2% | -25.7% | +111.9% | +82.3% |
| 5Y | -22.7% | -3.3% | -19.4% | -41.3% |
| All | +14.7% | -2.9% | +17.6% | -18.3% |
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