+15.9%
SNPS vs PDD
-42.7%
+58.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.2% | -3.8% | +3.6% | +0.5% |
| 30D | -8.0% | -2.4% | -5.7% | -7.8% |
| 3M | +12.5% | -12.7% | +25.2% | +16.0% |
| 6M | -10.5% | -20.0% | +9.6% | -5.7% |
| YTD | -1.6% | -30.3% | +28.7% | +10.0% |
| All | +15.9% | -42.7% | +58.6% | +40.5% |
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