+32.8%
SNOW vs PDD
-0.9%
+33.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +2.8% | -4.1% | +6.9% | +3.8% |
| 30D | +6.4% | -9.6% | +16.0% | +8.8% |
| 3M | +38.1% | -4.3% | +42.4% | +39.2% |
| 6M | +100.4% | -18.8% | +119.1% | +108.7% |
| YTD | +53.7% | -27.5% | +81.2% | +64.6% |
| 1Y | +52.0% | -33.6% | +85.6% | +65.9% |
| 3Y | +114.7% | -20.4% | +135.1% | +106.6% |
| 5Y | +8.8% | -19.6% | +28.4% | -14.0% |
| All | +32.8% | -0.9% | +33.6% | -5.6% |
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