+113.9%
SOXX vs PDD
-33.4%
+147.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | +2.2% | -4.1% | +6.3% | +3.3% |
| 30D | -2.0% | -9.6% | +7.6% | +0.5% |
| 3M | -13.7% | -4.3% | -9.4% | -12.0% |
| 6M | +52.4% | -18.8% | +71.1% | +66.9% |
| YTD | +72.8% | -27.5% | +100.3% | +100.3% |
| 1Y | +113.9% | -33.6% | +147.5% | +173.4% |
| All | +113.9% | -33.4% | +147.3% | +173.4% |
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