-5.4%
SYK vs PDD
-19.4%
+14.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.3% |
| 7D | -11.8% | -4.4% | -7.4% | -11.6% |
| 30D | -20.4% | -15.5% | -4.9% | -19.7% |
| 3M | -12.1% | -4.1% | -8.0% | -11.9% |
| 6M | -24.3% | -23.4% | -0.9% | -23.6% |
| YTD | -21.2% | -30.7% | +9.4% | -20.2% |
| 1Y | -29.2% | -37.6% | +8.5% | -28.0% |
| All | -5.4% | -19.4% | +14.0% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling