+211.0%
PDD vs XYL
+56.4%
+154.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | +5.6% | +5.9% | -0.3% | +3.4% |
| 30D | +5.8% | -3.9% | +9.7% | +6.5% |
| 3M | -8.6% | -18.7% | +10.1% | -2.1% |
| 6M | -18.8% | -16.9% | -2.0% | -14.2% |
| YTD | -26.8% | -27.4% | +0.6% | -18.7% |
| 1Y | -39.3% | -34.0% | -5.3% | -30.0% |
| 3Y | -22.5% | +5.6% | -28.1% | -26.6% |
| 5Y | -0.8% | -20.6% | +19.8% | -0.8% |
| All | +211.0% | +56.4% | +154.5% | +129.8% |
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 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