-5.8%
XLC vs PDD
-38.2%
+32.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.1% |
| 7D | +1.8% | +6.0% | -4.3% | +0.9% |
| 30D | -6.0% | +5.5% | -11.4% | -6.6% |
| 3M | -6.0% | -9.8% | +3.7% | -4.7% |
| 6M | -9.1% | -16.0% | +6.9% | -7.6% |
| YTD | -10.0% | -27.6% | +17.5% | -7.1% |
| 1Y | -5.8% | -38.6% | +32.8% | -1.1% |
| All | -5.8% | -38.2% | +32.4% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling