+134.7%
XLE vs PDD
+198.2%
-63.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -0.2% | -3.8% | +3.6% | 0.0% |
| 30D | -4.0% | -2.4% | -1.6% | -3.9% |
| 3M | +4.6% | -12.7% | +17.3% | +5.3% |
| 6M | +12.3% | -20.0% | +32.3% | +13.5% |
| YTD | +44.5% | -30.3% | +74.9% | +47.0% |
| 1Y | +42.4% | -42.4% | +84.8% | +46.4% |
| 3Y | +67.0% | -27.5% | +94.6% | +67.1% |
| 5Y | +161.9% | -14.9% | +176.8% | +153.7% |
| All | +134.7% | +198.2% | -63.4% | +92.4% |
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 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