+247.9%
SOXX vs PDD
-23.8%
+271.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -5.4% | +6.7% | +2.3% |
| 30D | -3.6% | -12.6% | +9.0% | -1.4% |
| 3M | -10.2% | -4.3% | -5.9% | -9.9% |
| 6M | +54.2% | -24.4% | +78.7% | +61.1% |
| YTD | +75.2% | -31.4% | +106.6% | +86.1% |
| 1Y | +107.5% | -38.1% | +145.6% | +124.4% |
| 3Y | +226.8% | -20.1% | +246.9% | +226.3% |
| All | +247.9% | -23.8% | +271.7% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling