-18.8%
PDD vs XYL
-16.5%
-2.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | -4.1% | -5.0% | +1.0% | -3.2% |
| 30D | -9.6% | -13.2% | +3.6% | -7.5% |
| 3M | -4.3% | -3.7% | -0.6% | -4.5% |
| 6M | -18.8% | -17.7% | -1.1% | -13.1% |
| All | -18.8% | -16.5% | -2.2% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling