-27.7%
PDD vs XYL
-0.5%
-27.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -4.9% | -3.7% | -1.2% | -3.8% |
| 30D | -3.0% | -8.3% | +5.3% | -1.3% |
| 3M | -6.2% | -21.4% | +15.2% | +0.7% |
| 6M | -20.7% | -12.9% | -7.8% | -18.6% |
| YTD | -30.4% | -30.1% | -0.3% | -22.3% |
| 1Y | -41.3% | -35.2% | -6.1% | -32.3% |
| 3Y | -27.7% | -0.8% | -26.9% | -12.2% |
| All | -27.7% | -0.5% | -27.2% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling