+72.7%
XLC vs PDD
-17.2%
+90.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.8% | -4.1% | +3.2% | -0.5% |
| 30D | +1.0% | -9.6% | +10.6% | +1.9% |
| 3M | -0.7% | -4.3% | +3.6% | -0.4% |
| 6M | -5.1% | -18.8% | +13.6% | -3.8% |
| YTD | -4.3% | -27.5% | +23.2% | -2.1% |
| 1Y | -0.6% | -33.6% | +33.1% | +2.3% |
| All | +72.7% | -17.2% | +90.0% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling