-23.7%
PDD vs XYZ
-69.4%
+45.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.1% | -1.0% | -3.1% | -3.9% |
| 30D | -9.6% | -1.7% | -7.9% | -9.5% |
| 3M | -4.3% | +16.7% | -21.0% | -10.6% |
| 6M | -18.8% | +26.9% | -45.6% | -27.3% |
| YTD | -27.5% | +27.1% | -54.6% | -36.1% |
| 1Y | -33.6% | +9.3% | -42.9% | -38.5% |
| 3Y | -20.4% | +42.3% | -62.7% | -44.9% |
| All | -23.7% | -69.4% | +45.7% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling