-2.1%
PDD vs BOXX
+18.4%
-20.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -13.1% | +0.3% | -13.4% | -13.6% |
| 3M | -3.5% | +1.0% | -4.5% | -5.2% |
| 6M | -21.8% | +1.9% | -23.7% | -24.3% |
| YTD | -29.7% | +2.6% | -32.3% | -32.6% |
| 1Y | -36.2% | +4.0% | -40.2% | -39.1% |
| 3Y | -16.4% | +14.6% | -31.0% | -12.8% |
| All | -2.1% | +18.4% | -20.5% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling