-99.8%
SOXS vs PDD
-37.6%
-62.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -3.3% |
| 7D | -16.6% | -4.4% | -12.1% | -20.2% |
| 30D | -4.4% | -15.5% | +11.1% | -19.6% |
| 3M | -26.2% | -4.1% | -22.2% | -33.1% |
| 6M | -99.3% | -23.4% | -75.8% | -99.2% |
| YTD | -99.5% | -30.7% | -68.9% | -99.5% |
| All | -99.8% | -37.6% | -62.1% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling