-38.6%
PDD vs BOXX
+4.1%
-42.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.4% | +2.2% |
| 7D | +6.0% | +0.1% | +5.9% | +5.2% |
| 30D | +5.5% | +0.4% | +5.1% | +2.6% |
| 3M | -9.8% | +1.0% | -10.8% | -16.9% |
| 6M | -16.0% | +2.0% | -18.0% | -29.5% |
| YTD | -27.6% | +3.3% | -30.8% | -55.2% |
| 1Y | -38.6% | +4.1% | -42.7% | -72.5% |
| All | -38.6% | +4.1% | -42.7% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling