+216.7%
SMH vs PDD
-1.2%
+218.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.8% |
| 7D | -11.2% | +5.6% | -16.8% | -12.1% |
| 30D | -25.8% | +5.8% | -31.5% | -26.6% |
| 3M | -18.8% | -8.6% | -10.2% | -17.8% |
| 6M | -15.6% | -18.8% | +3.2% | -13.2% |
| YTD | +28.8% | -26.8% | +55.6% | +34.8% |
| 1Y | +32.6% | -39.3% | +71.8% | +43.2% |
| 3Y | +213.6% | -22.5% | +236.1% | +214.0% |
| All | +216.7% | -1.2% | +218.0% | +189.8% |
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