+77.1%
QQQ vs PDD
-3.2%
+80.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.6% | +3.9% |
| 7D | -0.3% | -1.4% | +1.2% | -0.1% |
| 30D | -9.6% | -1.0% | -8.5% | -9.5% |
| 3M | -5.9% | -12.3% | +6.3% | -4.6% |
| 6M | -4.3% | -18.5% | +14.2% | -2.3% |
| YTD | +11.0% | -29.0% | +40.0% | +15.0% |
| 1Y | +11.9% | -40.7% | +52.7% | +18.5% |
| 3Y | +86.7% | -25.7% | +112.4% | +86.8% |
| 5Y | +77.1% | -3.3% | +80.4% | +64.5% |
| All | +77.1% | -3.2% | +80.2% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling