-15.6%
SMH vs PDD
-14.6%
-1.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +3.4% |
| 7D | -11.2% | +5.6% | -16.8% | -10.3% |
| 30D | -25.8% | +5.8% | -31.5% | -25.0% |
| 3M | -18.8% | -8.6% | -10.2% | -19.2% |
| 6M | -15.6% | -18.8% | +3.2% | -10.4% |
| All | -15.6% | -14.6% | -1.0% | -10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling