+645.3%
ASML vs PDD
+210.0%
+435.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.1% |
| 7D | -10.0% | +6.0% | -16.1% | -11.0% |
| 30D | -19.4% | +5.5% | -24.9% | -20.3% |
| 3M | -12.5% | -9.8% | -2.7% | -11.1% |
| 6M | +8.2% | -16.0% | +24.2% | +10.9% |
| YTD | +40.7% | -27.6% | +68.3% | +48.3% |
| 1Y | +46.1% | -38.6% | +84.8% | +58.8% |
| 3Y | +138.5% | -22.8% | +161.3% | +139.3% |
| 5Y | +84.2% | -5.2% | +89.4% | +60.2% |
| All | +645.3% | +210.0% | +435.3% | +358.7% |
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