Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PDD vs QSR✓SelectedUSD · QSRPDD vs QSR performance historyLatest closeAs of-0.98%09/10
Stock and ETF performance explorer

PDD vs QSR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+191.5%
QSR return
+56.9%
Excess return
+134.6%
Maximum drawdown
-87.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-10 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioQSRExcessAlpha
1D-1.0%-0.7%-0.3%-0.7%
7D-4.6%-4.7%+0.1%-3.0%
30D-14.0%+4.3%-18.3%-15.3%
3M-4.9%+5.4%-10.3%-6.9%
6M-25.8%+8.2%-33.9%-28.4%
YTD-31.4%+14.1%-45.5%-35.3%
1Y-37.6%+28.1%-65.7%-43.7%
3Y-18.4%+25.3%-43.6%-26.8%
5Y-25.0%+40.4%-65.4%-36.3%
All+191.5%+56.9%+134.6%+104.8%

Cumulative growth

Daily Returns

Daily percentage return beside QSR.

Daily Out/Under-Performance

Portfolio return minus QSR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × QSR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QSR 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…

2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling