+197.4%
PDD vs XRT
+108.7%
+88.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -1.0% | +4.1% | -5.1% | -3.5% |
| 30D | -2.4% | +9.9% | -12.3% | -7.8% |
| 3M | -14.6% | +2.3% | -16.9% | -16.0% |
| 6M | -19.6% | +9.6% | -29.2% | -24.5% |
| YTD | -30.0% | +9.1% | -39.1% | -34.1% |
| 1Y | -42.5% | +16.2% | -58.8% | -47.9% |
| 3Y | -27.2% | +60.1% | -87.3% | -47.5% |
| 5Y | -8.2% | -0.5% | -7.7% | -14.6% |
| All | +197.4% | +108.7% | +88.6% | +118.9% |
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