+1,026.7%
SOXL vs PDD
+193.7%
+833.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.1% | -7.5% |
| 7D | +8.5% | -4.6% | +13.1% | +11.0% |
| 30D | -13.0% | -14.0% | +1.0% | -6.5% |
| 3M | -35.9% | -4.9% | -31.1% | -36.0% |
| 6M | +112.1% | -25.8% | +137.8% | +142.0% |
| YTD | +175.4% | -31.4% | +206.8% | +228.9% |
| 1Y | +304.9% | -37.6% | +342.4% | +416.2% |
| 3Y | +448.6% | -18.4% | +466.9% | +479.1% |
| 5Y | +156.1% | -25.0% | +181.1% | +142.7% |
| All | +1,026.7% | +193.7% | +833.0% | +348.9% |
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