-21.5%
PDD vs QID
-80.7%
+59.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.5% |
| 7D | -4.1% | -0.6% | -3.4% | -4.3% |
| 30D | -9.6% | 0.0% | -9.6% | -9.6% |
| 3M | -4.3% | +3.7% | -8.0% | -1.5% |
| 6M | -18.8% | -29.9% | +11.1% | -31.4% |
| YTD | -27.5% | -28.8% | +1.3% | -37.9% |
| 1Y | -33.6% | -37.2% | +3.5% | -46.1% |
| 3Y | -20.4% | -73.7% | +53.3% | -57.4% |
| All | -21.5% | -80.7% | +59.2% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling