+17.1%
SNPS vs PDD
-22.7%
+39.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | -11.0% | -4.1% | -7.0% | -10.5% |
| 30D | -1.7% | -9.6% | +7.9% | -0.4% |
| 3M | -20.4% | -4.3% | -16.1% | -20.0% |
| 6M | -8.6% | -18.8% | +10.1% | -6.2% |
| YTD | -16.2% | -27.5% | +11.3% | -12.6% |
| 1Y | -34.6% | -33.6% | -0.9% | -30.9% |
| 3Y | -14.5% | -20.4% | +5.9% | -14.6% |
| All | +17.1% | -22.7% | +39.8% | +5.9% |
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