+1,936.8%
AVGO vs PDD
+200.9%
+1,735.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.4% |
| 7D | -0.3% | -4.1% | +3.8% | +0.3% |
| 30D | -13.8% | -13.1% | -0.8% | -12.2% |
| 3M | -6.9% | -3.5% | -3.4% | -6.7% |
| 6M | +11.9% | -21.8% | +33.7% | +15.3% |
| YTD | +6.9% | -29.7% | +36.5% | +11.7% |
| 1Y | +7.4% | -36.2% | +43.6% | +13.8% |
| 3Y | +345.6% | -16.4% | +361.9% | +341.5% |
| 5Y | +718.9% | -23.8% | +742.7% | +665.6% |
| All | +1,936.8% | +200.9% | +1,735.9% | +1,281.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling