+219.2%
QCOM vs PDD
+213.3%
+5.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.7% |
| 7D | +0.4% | +5.6% | -5.2% | -0.6% |
| 30D | -6.6% | +5.8% | -12.4% | -7.5% |
| 3M | +3.7% | -8.6% | +12.3% | +4.9% |
| 6M | -13.3% | -18.8% | +5.5% | -10.8% |
| YTD | -1.8% | -26.8% | +25.0% | +2.8% |
| 1Y | -2.5% | -39.3% | +36.8% | +5.2% |
| 3Y | +47.0% | -22.5% | +69.5% | +47.5% |
| 5Y | +13.1% | -0.8% | +13.9% | -0.1% |
| All | +219.2% | +213.3% | +5.9% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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