+128.3%
XLE vs PDD
+216.8%
-88.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.1% |
| 7D | -10.3% | +5.9% | -16.2% | -10.6% |
| 30D | -3.3% | +7.1% | -10.4% | -3.7% |
| 3M | +8.2% | -7.7% | +15.9% | +8.6% |
| 6M | +5.0% | -13.2% | +18.3% | +5.6% |
| YTD | +40.6% | -26.0% | +66.5% | +42.5% |
| 1Y | +45.0% | -38.4% | +83.4% | +48.5% |
| 3Y | +56.3% | -21.1% | +77.4% | +55.6% |
| 5Y | +152.2% | +0.3% | +151.9% | +141.7% |
| All | +128.3% | +216.8% | -88.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling