-23.7%
PDD vs XLB
+36.1%
-59.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +1.0% |
| 7D | -4.1% | -1.4% | -2.7% | -2.8% |
| 30D | -9.6% | -0.4% | -9.2% | -9.3% |
| 3M | -4.3% | +2.0% | -6.2% | -6.7% |
| 6M | -18.8% | +1.8% | -20.6% | -20.9% |
| YTD | -27.5% | +16.6% | -44.1% | -38.6% |
| 1Y | -33.6% | +16.9% | -50.6% | -44.2% |
| 3Y | -20.4% | +32.6% | -53.0% | -43.0% |
| All | -23.7% | +36.1% | -59.8% | -46.5% |
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