-38.6%
PDD vs XRT
+18.0%
-56.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.1% | +0.2% |
| 7D | +6.0% | +8.0% | -2.0% | +2.8% |
| 30D | +5.5% | +13.0% | -7.6% | +0.5% |
| 3M | -9.8% | +1.7% | -11.5% | -10.7% |
| 6M | -16.0% | +12.6% | -28.6% | -19.8% |
| YTD | -27.6% | +10.7% | -38.2% | -30.3% |
| 1Y | -38.6% | +18.4% | -57.0% | -42.6% |
| All | -38.6% | +18.0% | -56.6% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling