-99.9%
SOXS vs PDD
-12.0%
-87.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -0.5% | -17.6% | -18.4% |
| 7D | -22.3% | -3.8% | -18.5% | -24.5% |
| 30D | +21.9% | -2.4% | +24.2% | +18.9% |
| 3M | +4.2% | -12.7% | +16.9% | -4.4% |
| 6M | -43.4% | -20.0% | -23.4% | -50.6% |
| YTD | -92.5% | -30.3% | -62.2% | -93.7% |
| 1Y | -93.5% | -42.4% | -51.1% | -95.0% |
| 3Y | -99.7% | -27.5% | -72.2% | -99.7% |
| 5Y | -99.9% | -14.9% | -85.0% | -99.9% |
| All | -99.9% | -12.0% | -87.9% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling