+874.9%
SMH vs PDD
+203.8%
+671.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.6% |
| 7D | -4.1% | -1.4% | -2.7% | -4.0% |
| 30D | -19.2% | -1.0% | -18.2% | -19.2% |
| 3M | -16.4% | -12.3% | -4.1% | -14.8% |
| 6M | -14.0% | -18.5% | +4.5% | -11.6% |
| YTD | +35.3% | -29.0% | +64.3% | +42.2% |
| 1Y | +40.4% | -40.7% | +81.2% | +52.1% |
| 3Y | +226.8% | -25.7% | +252.5% | +229.1% |
| 5Y | +232.3% | -3.3% | +235.6% | +192.7% |
| All | +874.9% | +203.8% | +671.2% | +527.7% |
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 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