+75.2%
XLF vs PDD
-16.7%
+91.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.2% |
| 7D | +0.2% | -4.1% | +4.3% | +0.4% |
| 30D | -0.5% | -13.1% | +12.6% | +0.2% |
| 3M | +10.6% | -3.5% | +14.1% | +10.7% |
| 6M | +14.3% | -21.8% | +36.1% | +15.6% |
| YTD | +5.5% | -29.7% | +35.2% | +7.3% |
| 1Y | +9.6% | -36.2% | +45.8% | +11.8% |
| 3Y | +75.2% | -16.4% | +91.5% | +70.8% |
| All | +75.2% | -16.7% | +91.9% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling