+202.5%
QCOM vs PDD
+216.8%
-14.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +2.2% | -11.7% | -9.9% |
| 7D | -15.5% | +5.9% | -21.3% | -16.3% |
| 30D | -13.4% | +7.1% | -20.5% | -14.4% |
| 3M | 0.0% | -7.7% | +7.7% | +1.1% |
| 6M | -15.2% | -13.2% | -2.0% | -13.7% |
| YTD | -6.9% | -26.0% | +19.0% | -2.8% |
| 1Y | -11.0% | -38.4% | +27.5% | -4.2% |
| 3Y | +39.8% | -21.1% | +60.9% | +39.8% |
| 5Y | +7.2% | +0.3% | +6.9% | -5.5% |
| All | +202.5% | +216.8% | -14.3% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling