-13.6%
PDD vs XRT
-4.8%
-8.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.4% | +1.6% |
| 7D | -4.9% | +1.7% | -6.6% | -6.2% |
| 30D | -3.0% | +7.5% | -10.5% | -8.4% |
| 3M | -6.2% | +2.2% | -8.4% | -8.1% |
| 6M | -20.7% | +14.7% | -35.4% | -29.4% |
| YTD | -30.4% | +7.5% | -37.9% | -35.0% |
| 1Y | -41.3% | +14.1% | -55.4% | -47.8% |
| 3Y | -27.7% | +58.8% | -86.5% | -55.4% |
| All | -13.6% | -4.8% | -8.8% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling