-38.6%
PDD vs XYZ
+19.9%
-58.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +15.3% | -12.8% | +0.4% |
| 7D | +6.0% | +16.5% | -10.5% | +3.7% |
| 30D | +5.5% | +15.0% | -9.5% | +3.3% |
| 3M | -9.8% | +3.5% | -13.3% | -10.5% |
| 6M | -16.0% | +21.9% | -37.9% | -18.7% |
| YTD | -27.6% | +34.6% | -62.2% | -30.5% |
| 1Y | -38.6% | +20.7% | -59.4% | -40.7% |
| All | -38.6% | +19.9% | -58.5% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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