+15.6%
SNPS vs PDD
-42.6%
+58.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | +1.1% | -4.9% | +5.9% | +2.0% |
| 30D | -5.2% | -3.0% | -2.1% | -4.8% |
| 3M | +10.6% | -6.2% | +16.7% | +11.6% |
| 6M | -10.6% | -20.7% | +10.1% | -5.6% |
| YTD | -3.1% | -30.4% | +27.3% | +8.3% |
| 1Y | +15.6% | -41.3% | +56.8% | +37.6% |
| All | +15.6% | -42.6% | +58.1% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling