-21.6%
PDD vs QLD
+134.4%
-156.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -12.7% | +14.9% | +5.4% |
| 7D | +5.9% | -18.6% | +24.5% | +11.2% |
| 30D | +7.1% | -28.3% | +35.4% | +16.3% |
| 3M | -7.7% | -20.4% | +12.7% | -2.9% |
| 6M | -13.2% | -14.3% | +1.1% | -12.1% |
| YTD | -26.0% | +2.8% | -28.7% | -29.6% |
| 1Y | -38.4% | -1.2% | -37.2% | -40.8% |
| All | -21.6% | +134.4% | -156.0% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling