+214.4%
PDD vs QLD
+516.3%
-301.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.7% | +14.9% | +8.4% |
| 7D | +5.9% | -18.6% | +24.5% | +15.9% |
| 30D | +7.1% | -28.3% | +35.4% | +24.2% |
| 3M | -7.7% | -20.4% | +12.7% | +1.1% |
| 6M | -13.2% | -14.3% | +1.1% | -10.7% |
| YTD | -26.0% | +2.8% | -28.7% | -31.1% |
| 1Y | -38.4% | -1.2% | -37.2% | -41.6% |
| 3Y | -21.1% | +135.3% | -156.4% | -56.9% |
| 5Y | +0.3% | +62.6% | -62.2% | -36.0% |
| All | +214.4% | +516.3% | -301.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling