+190.4%
PDD vs XYL
+50.4%
+140.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.5% |
| 7D | -7.6% | -6.0% | -1.6% | -5.5% |
| 30D | -5.4% | -8.3% | +2.9% | -3.1% |
| 3M | -12.9% | -22.6% | +9.7% | -5.0% |
| 6M | -19.0% | -15.0% | -4.0% | -15.2% |
| YTD | -31.6% | -30.2% | -1.4% | -23.0% |
| 1Y | -43.0% | -36.4% | -6.6% | -33.4% |
| 3Y | -28.9% | -0.9% | -28.0% | -31.1% |
| 5Y | -18.4% | -23.4% | +5.0% | -17.3% |
| All | +190.4% | +50.4% | +140.0% | +117.7% |
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