+198.7%
PDD vs XYL
+74.0%
+124.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -5.9% | -4.1% |
| 7D | -4.1% | +1.8% | -5.9% | -4.8% |
| 30D | -13.1% | -9.2% | -3.9% | -9.9% |
| 3M | -3.5% | -0.3% | -3.2% | -4.0% |
| 6M | -21.8% | -11.0% | -10.8% | -18.8% |
| YTD | -29.7% | -19.2% | -10.5% | -24.4% |
| 1Y | -36.2% | -21.2% | -15.0% | -30.7% |
| 3Y | -16.4% | +18.6% | -35.0% | -23.6% |
| 5Y | -23.8% | -14.3% | -9.5% | -25.7% |
| All | +198.7% | +74.0% | +124.7% | +113.9% |
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