+195.8%
PDD vs XYZ
+18.8%
+176.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -1.0% | +0.9% |
| 7D | -4.9% | -1.1% | -3.8% | -4.6% |
| 30D | -3.0% | +11.5% | -14.6% | -7.3% |
| 3M | -6.2% | +1.8% | -8.0% | -7.7% |
| 6M | -20.7% | +21.2% | -41.9% | -27.5% |
| YTD | -30.4% | +29.9% | -60.3% | -39.2% |
| 1Y | -41.3% | +35.8% | -77.0% | -49.7% |
| 3Y | -27.7% | +62.6% | -90.3% | -50.0% |
| 5Y | -16.9% | -62.8% | +45.9% | -4.6% |
| All | +195.8% | +18.8% | +176.9% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling