+190.4%
PDD vs XRT
+104.7%
+85.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -0.8% |
| 7D | -7.6% | -0.4% | -7.2% | -7.5% |
| 30D | -5.4% | +7.5% | -12.9% | -9.5% |
| 3M | -12.9% | +2.3% | -15.3% | -14.4% |
| 6M | -19.0% | +12.8% | -31.8% | -25.2% |
| YTD | -31.6% | +7.1% | -38.7% | -34.9% |
| 1Y | -43.0% | +12.3% | -55.3% | -47.3% |
| 3Y | -28.9% | +57.0% | -85.9% | -48.2% |
| 5Y | -18.4% | -4.3% | -14.1% | -22.6% |
| All | +190.4% | +104.7% | +85.6% | +116.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling