+229.8%
SOXX vs PDD
-19.4%
+249.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | +6.1% | -4.4% | +10.5% | +7.0% |
| 30D | +0.5% | -15.5% | +16.0% | +3.7% |
| 3M | -5.3% | -4.1% | -1.3% | -5.0% |
| 6M | +58.3% | -23.4% | +81.7% | +66.4% |
| YTD | +76.8% | -30.7% | +107.5% | +89.6% |
| 1Y | +114.6% | -37.6% | +152.2% | +135.0% |
| All | +229.8% | -19.4% | +249.2% | +216.5% |
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