-38.6%
PDD vs SPXS
-30.2%
-8.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +1.1% |
| 7D | +6.0% | +2.2% | +3.9% | +6.8% |
| 30D | +5.5% | +3.8% | +1.7% | +6.8% |
| 3M | -9.8% | +3.3% | -13.1% | -8.6% |
| 6M | -16.0% | -16.7% | +0.7% | -21.0% |
| YTD | -27.6% | -28.5% | +1.0% | -34.8% |
| 1Y | -38.6% | -30.4% | -8.2% | -45.3% |
| All | -38.6% | -30.2% | -8.4% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling