-22.5%
PDD vs XYZ
+73.8%
-96.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | +5.6% | +12.1% | -6.5% | +4.1% |
| 30D | +5.8% | +12.4% | -6.6% | +4.2% |
| 3M | -8.6% | +8.2% | -16.8% | -9.7% |
| 6M | -18.8% | +20.7% | -39.5% | -21.0% |
| YTD | -26.8% | +31.3% | -58.1% | -29.7% |
| 1Y | -39.3% | +20.5% | -59.8% | -41.2% |
| 3Y | -22.5% | +72.6% | -95.1% | -51.1% |
| All | -22.5% | +73.8% | -96.3% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling