+207.9%
PDD vs SPXS
-98.8%
+306.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +1.1% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -9.6% | +0.8% | -10.4% | -9.3% |
| 3M | -4.3% | -4.7% | +0.4% | -5.3% |
| 6M | -18.8% | -29.6% | +10.9% | -26.8% |
| YTD | -27.5% | -29.8% | +2.3% | -34.3% |
| 1Y | -33.6% | -38.9% | +5.3% | -42.1% |
| 3Y | -20.4% | -79.6% | +59.2% | -48.1% |
| 5Y | -19.6% | -85.9% | +66.3% | -44.1% |
| All | +207.9% | -98.8% | +306.7% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling