-0.3%
PDD vs XHB
+33.2%
-33.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.3% |
| 7D | +5.6% | +1.3% | +4.3% | +4.7% |
| 30D | +5.8% | +7.8% | -2.0% | +1.3% |
| 3M | -8.6% | -5.5% | -3.1% | -6.2% |
| 6M | -18.8% | -2.6% | -16.3% | -19.2% |
| YTD | -26.8% | +0.4% | -27.1% | -29.0% |
| 1Y | -39.3% | -1.0% | -38.3% | -40.9% |
| 3Y | -22.5% | +37.3% | -59.8% | -46.3% |
| All | -0.3% | +33.2% | -33.5% | -36.7% |
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