+1,034.2%
SMH vs PDD
+210.2%
+823.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +2.5% | -4.1% | +6.6% | +3.2% |
| 30D | -0.5% | -9.6% | +9.1% | +1.1% |
| 3M | -9.6% | -4.3% | -5.4% | -9.3% |
| 6M | +42.1% | -18.8% | +60.8% | +46.3% |
| YTD | +57.4% | -27.5% | +84.9% | +65.3% |
| 1Y | +96.2% | -33.6% | +129.9% | +109.1% |
| 3Y | +267.9% | -20.4% | +288.3% | +266.8% |
| 5Y | +327.7% | -19.6% | +347.3% | +288.0% |
| All | +1,034.2% | +210.2% | +823.9% | +629.6% |
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