+501.7%
SPCX vs PDD
-40.3%
+542.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.0% | +8.9% | -2.0% |
| 7D | +4.2% | -1.4% | +5.6% | +1.5% |
| 30D | -12.6% | -1.0% | -11.6% | -14.2% |
| 3M | +6.7% | -12.3% | +19.0% | -27.2% |
| 6M | +546.4% | -20.2% | +566.6% | +426.1% |
| YTD | +552.1% | -29.0% | +581.1% | +430.3% |
| 1Y | +453.2% | -40.7% | +493.9% | +348.7% |
| All | +501.7% | -40.3% | +542.0% | +387.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling