+140.9%
XLF vs PDD
+210.2%
-69.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | +0.2% | -9.6% | +9.8% | +0.7% |
| 3M | +11.7% | -4.3% | +16.0% | +11.9% |
| 6M | +13.8% | -18.8% | +32.5% | +15.0% |
| YTD | +7.0% | -27.5% | +34.5% | +8.8% |
| 1Y | +9.1% | -33.6% | +42.8% | +11.5% |
| 3Y | +75.6% | -20.4% | +96.0% | +74.7% |
| 5Y | +66.4% | -19.6% | +86.0% | +58.9% |
| All | +140.9% | +210.2% | -69.3% | +97.6% |
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