-14.9%
PDD vs XEL
+47.7%
-62.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -4.1% | -1.0% | -3.1% | -4.1% |
| 30D | -9.6% | -1.9% | -7.7% | -9.7% |
| 3M | -4.3% | -1.9% | -2.4% | -4.4% |
| 6M | -18.8% | -7.4% | -11.3% | -19.1% |
| YTD | -27.5% | +4.1% | -31.6% | -27.2% |
| 1Y | -33.6% | +8.0% | -41.7% | -33.2% |
| All | -14.9% | +47.7% | -62.6% | -10.4% |
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