+197.4%
PDD vs XEL
+120.0%
+77.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.0% | +1.7% | -2.7% | -0.9% |
| 30D | -2.4% | +8.6% | -11.0% | -2.0% |
| 3M | -14.6% | +5.1% | -19.7% | -14.4% |
| 6M | -19.6% | +2.5% | -22.1% | -19.5% |
| YTD | -30.0% | +11.0% | -41.0% | -29.6% |
| 1Y | -42.5% | +2.7% | -45.3% | -42.4% |
| 3Y | -27.2% | +49.7% | -76.9% | -25.3% |
| 5Y | -8.2% | +46.1% | -54.3% | -5.8% |
| All | +197.4% | +120.0% | +77.4% | +259.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling