+225.7%
QCOM vs PDD
+210.2%
+15.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +3.3% | -4.1% | +7.4% | +4.0% |
| 30D | +7.7% | -9.6% | +17.3% | +9.4% |
| 3M | -30.1% | -4.3% | -25.8% | -29.7% |
| 6M | +22.8% | -18.8% | +41.6% | +26.6% |
| YTD | +0.2% | -27.5% | +27.7% | +5.2% |
| 1Y | +7.9% | -33.6% | +41.5% | +15.0% |
| 3Y | +55.8% | -20.4% | +76.2% | +55.8% |
| 5Y | +30.1% | -19.6% | +49.7% | +18.6% |
| All | +225.7% | +210.2% | +15.4% | +114.6% |
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