-23.7%
PDD vs QLD
+121.5%
-145.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -4.1% | +0.6% | -4.6% | -4.4% |
| 30D | -9.6% | -0.1% | -9.5% | -9.8% |
| 3M | -4.3% | -8.4% | +4.1% | -2.2% |
| 6M | -18.8% | +32.2% | -51.0% | -32.4% |
| YTD | -27.5% | +28.9% | -56.4% | -39.0% |
| 1Y | -33.6% | +43.8% | -77.5% | -47.6% |
| 3Y | -20.4% | +176.6% | -197.0% | -61.8% |
| All | -23.7% | +121.5% | -145.2% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling