-36.2%
PDD vs XYL
-21.5%
-14.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -5.9% | -3.7% |
| 7D | -4.1% | +1.8% | -5.9% | -4.5% |
| 30D | -13.1% | -9.2% | -3.9% | -10.9% |
| 3M | -3.5% | -0.3% | -3.2% | -4.3% |
| 6M | -21.8% | -11.0% | -10.8% | -19.3% |
| YTD | -29.7% | -19.2% | -10.5% | -25.6% |
| 1Y | -36.2% | -21.2% | -15.0% | -28.8% |
| All | -36.2% | -21.5% | -14.7% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling