+154.6%
XLI vs PDD
+203.8%
-49.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.0% | +6.9% | +4.0% |
| 7D | -0.5% | -1.4% | +1.0% | -0.4% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | -8.6% | -12.3% | +3.7% | -7.9% |
| 6M | -2.0% | -18.5% | +16.5% | -1.0% |
| YTD | +9.7% | -29.0% | +38.8% | +11.7% |
| 1Y | +11.4% | -40.7% | +52.1% | +14.6% |
| 3Y | +74.2% | -25.7% | +99.9% | +74.3% |
| 5Y | +70.0% | -3.3% | +73.3% | +62.0% |
| All | +154.6% | +203.8% | -49.2% | +105.8% |
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 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