-41.9%
PDD vs XYL
-35.7%
-6.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.2% |
| 7D | -3.8% | -5.9% | +2.1% | -2.8% |
| 30D | -2.4% | -7.3% | +4.9% | -1.9% |
| 3M | -12.7% | -22.5% | +9.8% | -8.8% |
| 6M | -20.0% | -14.4% | -5.6% | -18.8% |
| YTD | -30.3% | -29.4% | -0.9% | -25.9% |
| All | -41.9% | -35.7% | -6.2% | -36.9% |
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 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