+201.5%
PDD vs XME
+192.1%
+9.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.5% | -8.5% | -5.3% |
| 7D | -1.4% | +0.9% | -2.4% | -2.2% |
| 30D | -1.0% | -7.3% | +6.3% | +1.6% |
| 3M | -12.3% | -14.8% | +2.5% | -7.1% |
| 6M | -18.5% | -18.4% | -0.1% | -13.0% |
| YTD | -29.0% | -4.7% | -24.3% | -30.0% |
| 1Y | -40.7% | +5.7% | -46.4% | -44.4% |
| 3Y | -25.7% | +104.0% | -129.6% | -50.6% |
| 5Y | -3.3% | +122.4% | -125.7% | -38.2% |
| All | +201.5% | +192.1% | +9.4% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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