-3.7%
XLC vs PDD
-42.5%
+38.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.5% | -3.8% | +7.3% | +3.9% |
| 30D | -2.6% | -2.4% | -0.2% | -2.3% |
| 3M | -2.1% | -12.7% | +10.6% | -0.4% |
| 6M | -5.5% | -20.0% | +14.5% | -3.3% |
| YTD | -6.9% | -30.3% | +23.4% | -3.5% |
| 1Y | -3.7% | -42.4% | +38.6% | +1.6% |
| All | -3.7% | -42.5% | +38.8% | +1.6% |
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 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