+48.9%
QCOM vs PDD
-26.6%
+75.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | +5.5% | -1.0% | +6.5% | +5.6% |
| 30D | -1.1% | -2.4% | +1.3% | -0.8% |
| 3M | +7.6% | -14.6% | +22.2% | +10.6% |
| 6M | -20.1% | -19.6% | -0.5% | -16.8% |
| YTD | +3.0% | -30.0% | +33.0% | +10.1% |
| 1Y | +3.2% | -42.5% | +45.8% | +14.5% |
| 3Y | +48.9% | -27.2% | +76.1% | +58.5% |
| All | +48.9% | -26.6% | +75.5% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling