-38.6%
PDD vs XLB
+29.8%
-68.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.3% |
| 7D | +6.0% | +3.9% | +2.1% | +4.3% |
| 30D | +5.5% | +8.9% | -3.4% | +1.7% |
| 3M | -9.8% | +4.1% | -13.9% | -11.3% |
| 6M | -16.0% | +7.3% | -23.3% | -19.0% |
| YTD | -27.6% | +20.4% | -47.9% | -35.1% |
| 1Y | -38.6% | +29.5% | -68.2% | -47.3% |
| All | -38.6% | +29.8% | -68.5% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling