-19.3%
PDD vs BOXX
+14.6%
-33.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | -15.5% | +0.3% | -15.8% | -15.8% |
| 3M | -4.1% | +1.0% | -5.0% | -5.5% |
| 6M | -23.4% | +1.9% | -25.3% | -25.5% |
| YTD | -30.7% | +2.6% | -33.3% | -33.1% |
| 1Y | -37.6% | +4.0% | -41.7% | -39.5% |
| All | -19.3% | +14.6% | -33.9% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling