+3.8%
SYK vs PDD
-26.9%
+30.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -12.3% | -4.6% | -7.7% | -12.1% |
| 30D | -22.4% | -14.0% | -8.5% | -21.7% |
| 3M | -12.3% | -4.9% | -7.5% | -12.1% |
| 6M | -24.3% | -25.8% | +1.5% | -23.1% |
| YTD | -22.8% | -31.4% | +8.6% | -21.2% |
| 1Y | -28.8% | -37.6% | +8.8% | -27.0% |
| 3Y | -4.0% | -18.4% | +14.4% | -4.8% |
| 5Y | +3.8% | -25.0% | +28.8% | +0.5% |
| All | +3.8% | -26.9% | +30.7% | +0.5% |
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 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