+207.9%
PDD vs XRT
+97.4%
+110.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.1% |
| 7D | -4.1% | +0.8% | -4.9% | -4.5% |
| 30D | -9.6% | -4.2% | -5.4% | -7.4% |
| 3M | -4.3% | +5.1% | -9.4% | -7.3% |
| 6M | -18.8% | +2.4% | -21.2% | -20.4% |
| YTD | -27.5% | +3.2% | -30.7% | -29.3% |
| 1Y | -33.6% | +1.5% | -35.2% | -34.8% |
| 3Y | -20.4% | +40.6% | -61.0% | -37.8% |
| 5Y | -19.6% | -1.0% | -18.6% | -24.2% |
| All | +207.9% | +97.4% | +110.5% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling