+191.4%
PDD vs QXO
-28.6%
+220.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -5.4% | -7.8% | +2.4% | -5.2% |
| 30D | -12.6% | -18.1% | +5.5% | -12.2% |
| 3M | -4.3% | -25.8% | +21.5% | -3.7% |
| 6M | -24.4% | -41.7% | +17.3% | -23.6% |
| YTD | -31.4% | -36.2% | +4.8% | -30.9% |
| 1Y | -38.1% | -42.1% | +4.0% | -37.6% |
| 3Y | -20.1% | -46.2% | +26.0% | -24.6% |
| 5Y | -25.0% | -70.7% | +45.7% | -29.5% |
| All | +191.4% | -28.6% | +220.1% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling