-18.4%
PDD vs XLB
+28.9%
-47.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -0.7% |
| 7D | -7.6% | 0.0% | -7.7% | -7.7% |
| 30D | -5.4% | +5.3% | -10.7% | -10.0% |
| 3M | -12.9% | 0.0% | -12.9% | -13.2% |
| 6M | -19.0% | +1.2% | -20.2% | -20.9% |
| YTD | -31.6% | +16.9% | -48.5% | -42.5% |
| 1Y | -43.0% | +20.9% | -63.9% | -53.8% |
| 3Y | -28.9% | +43.3% | -72.2% | -54.1% |
| 5Y | -18.4% | +28.3% | -46.7% | -37.8% |
| All | -18.4% | +28.9% | -47.3% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling