-27.7%
PDD vs QID
-71.4%
+43.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +2.5% |
| 7D | -4.9% | -7.1% | +2.3% | -6.6% |
| 30D | -3.0% | +12.6% | -15.7% | +0.4% |
| 3M | -6.2% | +14.2% | -20.4% | -2.3% |
| 6M | -20.7% | +6.2% | -26.9% | -18.6% |
| YTD | -30.4% | -21.8% | -8.6% | -34.6% |
| 1Y | -41.3% | -23.1% | -18.1% | -44.9% |
| 3Y | -27.7% | -71.3% | +43.6% | -46.3% |
| All | -27.7% | -71.4% | +43.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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