-23.8%
PDD vs XPO
+271.9%
-295.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.5% |
| 7D | -4.1% | +2.7% | -6.8% | -4.9% |
| 30D | -13.1% | -6.2% | -6.9% | -11.6% |
| 3M | -3.5% | -15.4% | +11.9% | +0.9% |
| 6M | -21.8% | +0.7% | -22.5% | -23.0% |
| YTD | -29.7% | +39.8% | -69.5% | -38.3% |
| 1Y | -36.2% | +43.3% | -79.5% | -45.1% |
| 3Y | -16.4% | +166.0% | -182.4% | -49.4% |
| 5Y | -23.8% | +274.2% | -298.0% | -62.3% |
| All | -23.8% | +271.9% | -295.8% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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