+372.7%
SNPS vs PDD
+216.8%
+155.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.2% |
| 7D | -10.2% | +5.9% | -16.1% | -10.9% |
| 30D | -12.8% | +7.1% | -19.9% | -13.7% |
| 3M | +9.9% | -7.7% | +17.5% | +10.8% |
| 6M | -12.4% | -13.2% | +0.9% | -11.0% |
| YTD | -6.3% | -26.0% | +19.7% | -2.7% |
| 1Y | +7.6% | -38.4% | +46.1% | +14.5% |
| 3Y | -9.8% | -21.1% | +11.4% | -9.9% |
| 5Y | +29.2% | +0.3% | +28.9% | +14.3% |
| All | +372.7% | +216.8% | +155.9% | +244.4% |
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