-25.7%
PDD vs XEL
+50.3%
-76.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.7% | -3.0% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | -1.0% | +8.7% | -9.7% | -0.6% |
| 3M | -12.3% | +3.5% | -15.8% | -12.1% |
| 6M | -18.5% | +2.6% | -21.1% | -18.4% |
| YTD | -29.0% | +11.1% | -40.1% | -28.4% |
| 1Y | -40.7% | +2.2% | -42.9% | -40.6% |
| 3Y | -25.7% | +51.1% | -76.8% | -20.1% |
| All | -25.7% | +50.3% | -76.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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