+873.6%
SMH vs PDD
+198.0%
+675.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -3.3% |
| 7D | +4.9% | -4.9% | +9.8% | +5.7% |
| 30D | -13.8% | -3.0% | -10.8% | -13.5% |
| 3M | -17.4% | -6.2% | -11.2% | -16.8% |
| 6M | -15.0% | -20.7% | +5.7% | -12.3% |
| YTD | +35.2% | -30.4% | +65.5% | +42.4% |
| 1Y | +41.6% | -41.3% | +82.9% | +53.5% |
| 3Y | +215.6% | -27.7% | +243.3% | +219.2% |
| 5Y | +233.2% | -16.9% | +250.1% | +201.1% |
| All | +873.6% | +198.0% | +675.6% | +528.7% |
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