-22.5%
PDD vs XLB
+39.6%
-62.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +5.6% | -1.5% | +7.1% | +6.5% |
| 30D | +5.8% | +6.1% | -0.3% | +2.1% |
| 3M | -8.6% | 0.0% | -8.6% | -8.7% |
| 6M | -18.8% | 0.0% | -18.8% | -19.2% |
| YTD | -26.8% | +16.0% | -42.8% | -33.9% |
| 1Y | -39.3% | +24.7% | -64.0% | -47.8% |
| 3Y | -22.5% | +40.4% | -62.9% | -35.6% |
| All | -22.5% | +39.6% | -62.1% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling