+276.6%
AVGO vs PDD
-28.8%
+305.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +6.1% | -3.8% | +9.9% | +6.6% |
| 30D | -2.7% | -2.4% | -0.3% | -2.5% |
| 3M | -16.9% | -12.7% | -4.2% | -15.3% |
| 6M | -19.1% | -20.0% | +0.9% | -16.6% |
| YTD | +0.3% | -30.3% | +30.6% | +5.7% |
| 1Y | -1.2% | -42.4% | +41.2% | +7.4% |
| All | +276.6% | -28.8% | +305.4% | +288.3% |
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 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