+103.7%
SOXX vs PDD
-38.1%
+141.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.5% |
| 7D | +3.0% | -4.6% | +7.7% | +4.3% |
| 30D | -3.1% | -14.0% | +10.8% | +0.7% |
| 3M | -4.4% | -4.9% | +0.5% | -3.4% |
| 6M | +52.9% | -25.8% | +78.7% | +73.5% |
| YTD | +72.0% | -31.4% | +103.4% | +102.4% |
| All | +103.7% | -38.1% | +141.8% | +161.4% |
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