+207.9%
PDD vs XEL
+106.3%
+101.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 6M | -18.8% | -7.4% | -11.3% | -19.0% |
| YTD | -27.5% | +4.1% | -31.6% | -27.3% |
| 1Y | -33.6% | +8.0% | -41.7% | -33.3% |
| 3Y | -20.4% | +48.4% | -68.8% | -18.4% |
| 5Y | -19.6% | +27.2% | -46.8% | -17.9% |
| All | +207.9% | +106.3% | +101.6% | +270.9% |
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