+81.2%
XLF vs PDD
-27.2%
+108.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.6% |
| 7D | +0.7% | -1.4% | +2.2% | +0.8% |
| 30D | +6.0% | -1.0% | +7.0% | +6.0% |
| 3M | +1.0% | -12.3% | +13.3% | +1.7% |
| 6M | +14.0% | -18.5% | +32.5% | +15.0% |
| YTD | +7.2% | -29.0% | +36.2% | +8.8% |
| 1Y | +11.6% | -40.7% | +52.3% | +14.1% |
| 3Y | +81.2% | -25.7% | +106.9% | +82.8% |
| All | +81.2% | -27.2% | +108.4% | +82.8% |
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