+207.9%
PDD vs XYL
+69.0%
+138.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.5% |
| 7D | -4.1% | -5.0% | +1.0% | -2.2% |
| 30D | -9.6% | -13.2% | +3.6% | -4.6% |
| 3M | -4.3% | -3.7% | -0.6% | -3.4% |
| 6M | -18.8% | -17.7% | -1.1% | -13.0% |
| YTD | -27.5% | -21.5% | -6.0% | -21.1% |
| 1Y | -33.6% | -24.5% | -9.1% | -26.7% |
| 3Y | -20.4% | +6.9% | -27.3% | -24.3% |
| 5Y | -19.6% | -18.1% | -1.5% | -20.3% |
| All | +207.9% | +69.0% | +138.9% | +123.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling