+795.5%
SOXX vs PDD
+193.7%
+601.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.6% |
| 7D | +3.0% | -4.6% | +7.7% | +3.9% |
| 30D | -3.1% | -14.0% | +10.8% | -0.7% |
| 3M | -4.4% | -4.9% | +0.5% | -4.0% |
| 6M | +52.9% | -25.8% | +78.7% | +60.0% |
| YTD | +72.0% | -31.4% | +103.4% | +82.4% |
| 1Y | +105.1% | -37.6% | +142.7% | +121.2% |
| 3Y | +220.6% | -18.4% | +239.0% | +218.6% |
| 5Y | +244.8% | -25.0% | +269.8% | +216.9% |
| All | +795.5% | +193.7% | +601.7% | +483.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling