+201.5%
PDD vs XHB
+194.2%
+7.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -4.8% |
| 7D | -1.4% | +1.3% | -2.8% | -2.3% |
| 30D | -1.0% | +11.8% | -12.9% | -6.5% |
| 3M | -12.3% | -3.8% | -8.4% | -11.0% |
| 6M | -18.5% | +4.1% | -22.6% | -21.4% |
| YTD | -29.0% | +4.0% | -33.0% | -32.0% |
| 1Y | -40.7% | +1.6% | -42.3% | -42.6% |
| 3Y | -25.7% | +43.2% | -68.9% | -43.1% |
| 5Y | -3.3% | +35.8% | -39.1% | -25.6% |
| All | +201.5% | +194.2% | +7.3% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling