+207.9%
PDD vs QID
-97.7%
+305.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 6M | -18.8% | -29.9% | +11.1% | -31.0% |
| YTD | -27.5% | -28.8% | +1.3% | -37.5% |
| 1Y | -33.6% | -37.2% | +3.5% | -45.7% |
| 3Y | -20.4% | -73.7% | +53.3% | -54.9% |
| 5Y | -19.6% | -80.7% | +61.2% | -50.0% |
| All | +207.9% | -97.7% | +305.6% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling