+197.4%
PDD vs SPXS
-98.7%
+296.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.0% |
| 7D | -1.0% | +0.4% | -1.4% | -0.7% |
| 30D | -2.4% | +10.8% | -13.2% | +1.3% |
| 3M | -14.6% | +9.6% | -24.3% | -11.6% |
| 6M | -19.6% | -4.7% | -14.9% | -20.2% |
| YTD | -30.0% | -24.6% | -5.4% | -34.8% |
| 1Y | -42.5% | -24.6% | -18.0% | -46.2% |
| 3Y | -27.2% | -79.8% | +52.6% | -52.9% |
| 5Y | -8.2% | -83.3% | +75.1% | -33.0% |
| All | +197.4% | -98.7% | +296.0% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling