+128.2%
XLE vs PDD
+213.3%
-85.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -12.0% | +5.6% | -17.6% | -12.3% |
| 30D | -2.7% | +5.8% | -8.5% | -3.1% |
| 3M | +6.6% | -8.6% | +15.2% | +7.0% |
| 6M | +9.5% | -18.8% | +28.4% | +10.6% |
| YTD | +40.6% | -26.8% | +67.3% | +42.5% |
| 1Y | +43.6% | -39.3% | +82.9% | +47.2% |
| 3Y | +58.1% | -22.5% | +80.6% | +57.5% |
| 5Y | +152.2% | -0.8% | +153.0% | +141.8% |
| All | +128.2% | +213.3% | -85.1% | +86.6% |
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 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