+72.4%
XLI vs PDD
-15.4%
+87.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -1.1% | -4.1% | +3.0% | -0.8% |
| 30D | -5.9% | -9.6% | +3.7% | -5.3% |
| 3M | -0.3% | -4.3% | +4.0% | 0.0% |
| 6M | +0.1% | -18.8% | +18.9% | +1.5% |
| YTD | +13.6% | -27.5% | +41.1% | +15.9% |
| 1Y | +17.2% | -33.6% | +50.8% | +20.1% |
| All | +72.4% | -15.4% | +87.8% | +67.7% |
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