+129.4%
XLE vs PDD
+203.8%
-74.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.7% |
| 7D | -7.9% | -1.4% | -6.5% | -7.8% |
| 30D | -4.8% | -1.0% | -3.8% | -4.8% |
| 3M | +8.4% | -12.3% | +20.6% | +9.0% |
| 6M | +12.7% | -18.5% | +31.2% | +13.7% |
| YTD | +41.3% | -29.0% | +70.3% | +43.5% |
| 1Y | +42.3% | -40.7% | +83.0% | +46.0% |
| 3Y | +65.1% | -25.7% | +90.8% | +64.9% |
| 5Y | +150.2% | -3.3% | +153.5% | +140.2% |
| All | +129.4% | +203.8% | -74.3% | +87.9% |
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 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