+211.0%
PDD vs XHB
+184.0%
+27.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | +5.6% | +1.3% | +4.3% | +4.9% |
| 30D | +5.8% | +7.8% | -2.0% | +1.8% |
| 3M | -8.6% | -5.5% | -3.1% | -6.5% |
| 6M | -18.8% | -2.6% | -16.3% | -19.1% |
| YTD | -26.8% | +0.4% | -27.1% | -28.5% |
| 1Y | -39.3% | -1.0% | -38.3% | -40.5% |
| 3Y | -22.5% | +37.3% | -59.8% | -39.4% |
| 5Y | -0.8% | +33.7% | -34.5% | -22.9% |
| All | +211.0% | +184.0% | +27.0% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling