+201.5%
PDD vs XYL
+58.7%
+142.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.6% |
| 7D | -1.4% | +2.1% | -3.5% | -2.2% |
| 30D | -1.0% | -3.4% | +2.3% | -0.6% |
| 3M | -12.3% | -17.2% | +4.9% | -6.7% |
| 6M | -18.5% | -12.0% | -6.5% | -15.7% |
| YTD | -29.0% | -26.3% | -2.7% | -21.6% |
| 1Y | -40.7% | -33.5% | -7.2% | -31.9% |
| 3Y | -25.7% | +6.4% | -32.1% | -29.8% |
| 5Y | -3.3% | -20.9% | +17.6% | -3.4% |
| All | +201.5% | +58.7% | +142.8% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 10y: compounded portfolio wealth divided by compounded XYL 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…
10y analysis · Full analysis span regression · 6 months rolling