-39.3%
PDD vs XLB
+23.8%
-63.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | +5.6% | -1.5% | +7.1% | +6.2% |
| 30D | +5.8% | +6.1% | -0.3% | +3.1% |
| 3M | -8.6% | 0.0% | -8.6% | -8.7% |
| 6M | -18.8% | 0.0% | -18.8% | -18.6% |
| YTD | -26.8% | +16.0% | -42.8% | -33.5% |
| 1Y | -39.3% | +24.7% | -64.0% | -46.9% |
| All | -39.3% | +23.8% | -63.1% | -46.9% |
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