-5.6%
XLC vs PDD
-39.8%
+34.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +4.9% | +5.6% | -0.7% | +4.1% |
| 30D | -5.8% | +5.8% | -11.6% | -6.5% |
| 3M | -5.4% | -8.6% | +3.2% | -4.3% |
| 6M | -10.2% | -18.8% | +8.7% | -8.1% |
| YTD | -10.2% | -26.8% | +16.6% | -7.3% |
| 1Y | -5.6% | -39.3% | +33.7% | -0.4% |
| All | -5.6% | -39.8% | +34.2% | -0.4% |
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