-18.7%
PDD vs XRT
+41.8%
-60.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.3% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -9.6% | -4.2% | -5.4% | -8.2% |
| 3M | -4.3% | +5.1% | -9.4% | -6.1% |
| 6M | -18.8% | +2.4% | -21.2% | -19.7% |
| YTD | -27.5% | +3.2% | -30.7% | -28.5% |
| 1Y | -33.6% | +1.5% | -35.2% | -34.3% |
| All | -18.7% | +41.8% | -60.4% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling