+953.3%
AMAT vs PDD
+210.2%
+743.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.2% |
| 7D | -1.5% | -4.1% | +2.6% | -0.7% |
| 30D | -14.8% | -9.6% | -5.2% | -13.3% |
| 3M | -9.3% | -4.3% | -5.0% | -9.1% |
| 6M | +27.4% | -18.8% | +46.2% | +31.4% |
| YTD | +77.6% | -27.5% | +105.1% | +87.2% |
| 1Y | +188.9% | -33.6% | +222.6% | +209.7% |
| 3Y | +202.3% | -20.4% | +222.7% | +200.8% |
| 5Y | +248.9% | -19.6% | +268.5% | +214.9% |
| All | +953.3% | +210.2% | +743.0% | +537.2% |
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