+117.9%
ASML vs PDD
-22.3%
+140.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.7% |
| 7D | -19.0% | +5.9% | -24.9% | -20.0% |
| 30D | -25.9% | +7.1% | -33.0% | -27.0% |
| 3M | -19.1% | -7.7% | -11.4% | -18.0% |
| 6M | -5.7% | -13.2% | +7.5% | -3.4% |
| YTD | +27.6% | -26.0% | +53.5% | +35.3% |
| 1Y | +30.8% | -38.4% | +69.2% | +43.7% |
| All | +117.9% | -22.3% | +140.3% | +133.4% |
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 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