+179.0%
SOXX vs PDD
-28.8%
+207.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.9% | -5.5% | -4.0% |
| 7D | +9.4% | -4.9% | +14.2% | +10.2% |
| 30D | -13.8% | -3.0% | -10.7% | -13.5% |
| 3M | -18.6% | -6.2% | -12.4% | -18.0% |
| 6M | -15.1% | -20.7% | +5.6% | -11.8% |
| YTD | +49.0% | -30.4% | +79.3% | +58.7% |
| 1Y | +55.3% | -41.3% | +96.5% | +70.8% |
| 3Y | +179.0% | -27.7% | +206.7% | +194.2% |
| All | +179.0% | -28.8% | +207.8% | +194.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling