-42.4%
PDD vs XRT
+15.4%
-57.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.8% | -1.4% | -2.4% | -3.3% |
| 30D | -2.4% | +9.8% | -12.1% | -6.0% |
| 3M | -12.7% | +3.3% | -16.0% | -14.1% |
| 6M | -20.0% | +13.6% | -33.6% | -24.3% |
| YTD | -30.3% | +9.1% | -39.4% | -32.8% |
| 1Y | -42.4% | +15.1% | -57.4% | -46.0% |
| All | -42.4% | +15.4% | -57.8% | -46.0% |
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