+218.0%
XLE vs PDD
-22.7%
+240.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +2.2% | -4.1% | +6.3% | +2.4% |
| 30D | +11.8% | -9.6% | +21.4% | +12.3% |
| 3M | +9.8% | -4.3% | +14.1% | +10.0% |
| 6M | +15.6% | -18.8% | +34.3% | +16.5% |
| YTD | +45.3% | -27.5% | +72.8% | +47.2% |
| 1Y | +48.3% | -33.6% | +81.9% | +50.9% |
| 3Y | +55.4% | -20.4% | +75.8% | +54.9% |
| All | +218.0% | -22.7% | +240.6% | +238.6% |
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 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