+207.7%
PDD vs QLD
+606.1%
-398.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.5% |
| 7D | +6.0% | -9.4% | +15.4% | +11.0% |
| 30D | +5.5% | -17.1% | +22.5% | +14.8% |
| 3M | -9.8% | -10.4% | +0.7% | -5.9% |
| 6M | -16.0% | +0.7% | -16.7% | -19.5% |
| YTD | -27.6% | +17.7% | -45.3% | -36.4% |
| 1Y | -38.6% | +14.7% | -53.3% | -45.5% |
| 3Y | -22.8% | +169.6% | -192.4% | -60.3% |
| 5Y | -5.2% | +86.7% | -91.9% | -43.0% |
| All | +207.7% | +606.1% | -398.5% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling