+211.0%
PDD vs XYZ
+20.1%
+190.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | +5.6% | +12.1% | -6.5% | +0.9% |
| 30D | +5.8% | +12.4% | -6.6% | +0.9% |
| 3M | -8.6% | +8.2% | -16.8% | -12.1% |
| 6M | -18.8% | +20.7% | -39.5% | -25.8% |
| YTD | -26.8% | +31.3% | -58.1% | -36.2% |
| 1Y | -39.3% | +20.5% | -59.8% | -45.7% |
| 3Y | -22.5% | +72.6% | -95.1% | -47.7% |
| 5Y | -0.8% | -64.0% | +63.2% | +15.2% |
| All | +211.0% | +20.1% | +190.9% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling