-34.2%
PDD vs XRT
+0.8%
-35.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -9.6% | -4.2% | -5.4% | -8.1% |
| 3M | -4.3% | +5.1% | -9.4% | -6.2% |
| 6M | -18.8% | +2.4% | -21.2% | -19.6% |
| YTD | -27.5% | +3.2% | -30.7% | -28.5% |
| All | -34.2% | +0.8% | -35.1% | -34.4% |
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