-100.0%
SOXS vs PDD
+210.2%
-310.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +0.7% | -10.9% | -9.8% |
| 7D | -7.0% | -4.1% | -2.9% | -8.9% |
| 30D | +2.8% | -9.6% | +12.4% | -2.6% |
| 3M | -9.8% | -4.3% | -5.6% | -13.0% |
| 6M | -99.2% | -18.8% | -80.4% | -99.1% |
| YTD | -99.5% | -27.5% | -72.0% | -99.5% |
| 1Y | -99.8% | -33.6% | -66.1% | -99.8% |
| 3Y | -100.0% | -20.4% | -79.6% | -100.0% |
| 5Y | -100.0% | -19.6% | -80.4% | -100.0% |
| All | -100.0% | +210.2% | -310.2% | -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 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