-100.0%
SOXS vs PDD
-16.7%
-83.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -6.7% |
| 7D | -15.6% | -4.1% | -11.5% | -17.7% |
| 30D | +4.8% | -13.1% | +17.8% | -4.1% |
| 3M | -21.6% | -3.5% | -18.2% | -24.5% |
| 6M | -99.3% | -21.8% | -77.5% | -99.3% |
| YTD | -99.5% | -29.7% | -69.9% | -99.5% |
| 1Y | -99.8% | -36.2% | -63.6% | -99.8% |
| 3Y | -100.0% | -16.4% | -83.6% | -100.0% |
| All | -100.0% | -16.7% | -83.3% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling