+639.5%
AMAT vs PDD
+216.8%
+422.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.2% | -15.8% | -14.0% |
| 7D | -24.3% | +5.9% | -30.2% | -25.2% |
| 30D | -39.8% | +7.1% | -46.9% | -40.7% |
| 3M | -40.2% | -7.7% | -32.5% | -39.5% |
| 6M | -22.1% | -13.2% | -8.9% | -20.9% |
| YTD | +24.7% | -26.0% | +50.6% | +30.5% |
| 1Y | +33.3% | -38.4% | +71.7% | +44.3% |
| 3Y | +133.9% | -21.1% | +155.0% | +132.8% |
| 5Y | +117.1% | +0.3% | +116.7% | +87.6% |
| All | +639.5% | +216.8% | +422.7% | +344.3% |
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