+136.6%
XLF vs PDD
+196.6%
-60.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -1.0% | -4.4% | +3.4% | -0.8% |
| 30D | -1.3% | -15.5% | +14.2% | -0.3% |
| 3M | +9.1% | -4.1% | +13.2% | +9.3% |
| 6M | +14.4% | -23.4% | +37.8% | +16.0% |
| YTD | +5.1% | -30.7% | +35.8% | +7.2% |
| 1Y | +8.6% | -37.6% | +46.3% | +11.4% |
| 3Y | +74.4% | -17.5% | +92.0% | +73.2% |
| 5Y | +64.4% | -24.6% | +89.0% | +57.5% |
| All | +136.6% | +196.6% | -60.1% | +94.5% |
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