+211.0%
PDD vs XME
+176.9%
+34.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.4% | -2.5% |
| 7D | +5.6% | -4.5% | +10.1% | +7.5% |
| 30D | +5.8% | -10.9% | +16.6% | +10.6% |
| 3M | -8.6% | -15.3% | +6.7% | -2.9% |
| 6M | -18.8% | -24.6% | +5.8% | -10.3% |
| YTD | -26.8% | -9.6% | -17.1% | -26.0% |
| 1Y | -39.3% | +2.9% | -42.2% | -42.4% |
| 3Y | -22.5% | +86.9% | -109.4% | -46.4% |
| 5Y | -0.8% | +115.2% | -115.9% | -35.6% |
| All | +211.0% | +176.9% | +34.1% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling