-23.7%
PDD vs XHB
+37.5%
-61.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.2% |
| 7D | -4.1% | -1.3% | -2.8% | -3.4% |
| 30D | -9.6% | -6.9% | -2.7% | -6.2% |
| 3M | -4.3% | -1.3% | -3.0% | -4.9% |
| 6M | -18.8% | -6.8% | -12.0% | -16.9% |
| YTD | -27.5% | +0.7% | -28.2% | -29.7% |
| 1Y | -33.6% | -11.2% | -22.4% | -30.7% |
| 3Y | -20.4% | +25.3% | -45.7% | -40.2% |
| All | -23.7% | +37.5% | -61.2% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling