-23.8%
PDD vs SPXS
-85.9%
+62.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -2.3% |
| 7D | -4.1% | -1.5% | -2.6% | -4.7% |
| 30D | -13.1% | +3.7% | -16.8% | -11.8% |
| 3M | -3.5% | -9.6% | +6.1% | -6.9% |
| 6M | -21.8% | -32.4% | +10.6% | -32.4% |
| YTD | -29.7% | -28.7% | -1.0% | -37.4% |
| 1Y | -36.2% | -38.1% | +1.9% | -45.8% |
| 3Y | -16.4% | -80.1% | +63.8% | -53.6% |
| 5Y | -23.8% | -85.9% | +62.1% | -50.1% |
| All | -23.8% | -85.9% | +62.1% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling