-23.8%
PDD vs XEL
+33.1%
-56.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -2.9% |
| 7D | -4.1% | +1.3% | -5.4% | -4.0% |
| 30D | -13.1% | -1.5% | -11.6% | -13.1% |
| 3M | -3.5% | -0.2% | -3.3% | -3.5% |
| 6M | -21.8% | -5.4% | -16.4% | -22.0% |
| YTD | -29.7% | +5.6% | -35.3% | -29.4% |
| 1Y | -36.2% | +10.5% | -46.7% | -35.8% |
| 3Y | -16.4% | +49.2% | -65.5% | -13.3% |
| 5Y | -23.8% | +30.1% | -53.9% | -20.7% |
| All | -23.8% | +33.1% | -56.9% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling