+197.4%
PDD vs XLB
+110.9%
+86.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | -1.0% | +0.5% | -1.5% | -1.5% |
| 30D | -2.4% | +6.9% | -9.3% | -7.1% |
| 3M | -14.6% | -0.2% | -14.5% | -14.7% |
| 6M | -19.6% | +3.3% | -22.9% | -22.2% |
| YTD | -30.0% | +18.0% | -48.0% | -38.7% |
| 1Y | -42.5% | +24.2% | -66.7% | -51.7% |
| 3Y | -27.2% | +44.7% | -71.9% | -46.0% |
| 5Y | -8.2% | +31.6% | -39.8% | -26.1% |
| All | +197.4% | +110.9% | +86.5% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling