-18.7%
PDD vs XME
+127.9%
-146.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | -9.6% | +6.0% | -15.6% | -11.3% |
| 3M | -4.3% | -7.7% | +3.5% | -2.0% |
| 6M | -18.8% | +1.0% | -19.7% | -19.7% |
| YTD | -27.5% | +14.6% | -42.1% | -31.7% |
| 1Y | -33.6% | +46.0% | -79.6% | -43.2% |
| All | -18.7% | +127.9% | -146.6% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling