+207.9%
PDD vs QLD
+673.0%
-465.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 6M | -18.8% | +32.2% | -51.0% | -31.9% |
| YTD | -27.5% | +28.9% | -56.4% | -38.5% |
| 1Y | -33.6% | +43.8% | -77.5% | -47.1% |
| 3Y | -20.4% | +176.6% | -197.0% | -59.1% |
| 5Y | -19.6% | +121.6% | -141.2% | -55.2% |
| All | +207.9% | +673.0% | -465.1% | +11.0% |
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