+62.2%
XBI vs PDD
+193.7%
-131.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -4.6% | -4.6% | 0.0% | -3.9% |
| 30D | -0.8% | -14.0% | +13.2% | +1.4% |
| 3M | +21.8% | -4.9% | +26.7% | +22.5% |
| 6M | +23.2% | -25.8% | +49.0% | +28.2% |
| YTD | +28.7% | -31.4% | +60.1% | +35.4% |
| 1Y | +67.8% | -37.6% | +105.3% | +78.7% |
| 3Y | +100.6% | -18.4% | +119.0% | +96.7% |
| 5Y | +19.8% | -25.0% | +44.8% | +7.9% |
| All | +62.2% | +193.7% | -131.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PDD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling