+134.5%
XLC vs PDD
+199.6%
-65.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.5% |
| 7D | +6.2% | -1.0% | +7.2% | +6.3% |
| 30D | -2.4% | -2.4% | 0.0% | -2.2% |
| 3M | -3.3% | -14.6% | +11.3% | -1.9% |
| 6M | -7.3% | -19.6% | +12.3% | -5.5% |
| YTD | -7.6% | -30.0% | +22.3% | -4.7% |
| 1Y | -3.7% | -42.5% | +38.8% | +1.3% |
| 3Y | +62.9% | -27.2% | +90.1% | +63.1% |
| 5Y | +41.6% | -8.2% | +49.9% | +30.2% |
| All | +134.5% | +199.6% | -65.1% | +78.1% |
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 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