+39.6%
XLC vs PDD
-15.5%
+55.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | +3.1% | -7.6% | +10.7% | +3.9% |
| 30D | -4.2% | -5.4% | +1.2% | -3.7% |
| 3M | -2.1% | -12.9% | +10.8% | -0.8% |
| 6M | -6.6% | -19.0% | +12.4% | -4.9% |
| YTD | -7.8% | -31.6% | +23.8% | -4.5% |
| 1Y | -4.1% | -43.0% | +38.9% | +1.1% |
| 3Y | +62.6% | -28.9% | +91.5% | +62.9% |
| 5Y | +39.6% | -18.4% | +58.0% | +32.9% |
| All | +39.6% | -15.5% | +55.1% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling