-13.6%
PDD vs XOP
+94.3%
-107.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.6% |
| 7D | -4.9% | +6.3% | -11.2% | -6.6% |
| 30D | -3.0% | -6.6% | +3.5% | -1.5% |
| 3M | -6.2% | +3.6% | -9.7% | -7.9% |
| 6M | -20.7% | +10.8% | -31.5% | -24.2% |
| YTD | -30.4% | +48.3% | -78.6% | -41.1% |
| 1Y | -41.3% | +42.9% | -84.2% | -49.7% |
| 3Y | -27.7% | +43.3% | -71.0% | -39.8% |
| All | -13.6% | +94.3% | -107.9% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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