+155.4%
XLI vs PDD
+192.6%
-37.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | +4.3% | -7.6% | +11.9% | +4.8% |
| 30D | +0.5% | -5.4% | +5.9% | +0.8% |
| 3M | -8.6% | -12.9% | +4.3% | -7.9% |
| 6M | -2.3% | -19.0% | +16.7% | -1.3% |
| YTD | +10.1% | -31.6% | +41.7% | +12.3% |
| 1Y | +11.0% | -43.0% | +54.0% | +14.4% |
| 3Y | +72.3% | -28.9% | +101.2% | +72.8% |
| 5Y | +70.8% | -18.4% | +89.2% | +64.5% |
| All | +155.4% | +192.6% | -37.2% | +106.9% |
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