+61.6%
XBI vs PDD
+198.2%
-136.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.8% | -3.8% | +2.1% | -1.2% |
| 30D | +3.2% | -2.4% | +5.6% | +3.5% |
| 3M | -1.1% | -12.7% | +11.6% | +0.8% |
| 6M | +16.1% | -20.0% | +36.1% | +19.4% |
| YTD | +28.3% | -30.3% | +58.6% | +34.6% |
| 1Y | +37.7% | -42.4% | +80.1% | +48.4% |
| 3Y | +134.9% | -27.5% | +162.5% | +134.9% |
| 5Y | +24.5% | -14.9% | +39.5% | +10.3% |
| All | +61.6% | +198.2% | -136.5% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling