+814.5%
SOXX vs PDD
+200.9%
+613.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.2% |
| 7D | +5.6% | -4.1% | +9.7% | +6.4% |
| 30D | -2.7% | -13.1% | +10.4% | -0.5% |
| 3M | -7.5% | -3.5% | -4.0% | -7.3% |
| 6M | +63.5% | -21.8% | +85.3% | +69.6% |
| YTD | +75.7% | -29.7% | +105.3% | +85.5% |
| 1Y | +113.3% | -36.2% | +149.5% | +129.2% |
| 3Y | +227.4% | -16.4% | +243.8% | +224.0% |
| 5Y | +256.2% | -23.8% | +280.0% | +226.5% |
| All | +814.5% | +200.9% | +613.5% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling