-16.4%
PDD vs XHB
+26.5%
-42.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.4% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -13.1% | -9.1% | -4.0% | -11.0% |
| 3M | -3.5% | -2.3% | -1.2% | -3.6% |
| 6M | -21.8% | -4.1% | -17.7% | -21.7% |
| YTD | -29.7% | -1.7% | -28.0% | -30.3% |
| 1Y | -36.2% | -15.1% | -21.1% | -34.0% |
| 3Y | -16.4% | +26.8% | -43.2% | -19.6% |
| All | -16.4% | +26.5% | -42.8% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling