-25.6%
SNOW vs PDD
-1.2%
-24.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.6% |
| 7D | -9.9% | +5.6% | -15.5% | -11.2% |
| 30D | -17.1% | +5.8% | -22.9% | -18.3% |
| 3M | -13.2% | -8.6% | -4.6% | -11.7% |
| 6M | +97.4% | -18.8% | +116.3% | +106.0% |
| YTD | +25.8% | -26.8% | +52.5% | +34.2% |
| 1Y | +4.2% | -39.3% | +43.5% | +16.3% |
| 3Y | +91.3% | -22.5% | +113.8% | +84.4% |
| All | -25.6% | -1.2% | -24.4% | -44.9% |
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