+163.5%
XLI vs PDD
+210.2%
-46.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -0.3% | -4.3% | +4.0% | -0.1% |
| 6M | +0.1% | -18.8% | +18.9% | +1.2% |
| YTD | +13.6% | -27.5% | +41.1% | +15.6% |
| 1Y | +17.2% | -33.6% | +50.8% | +19.8% |
| 3Y | +68.2% | -20.4% | +88.6% | +67.6% |
| 5Y | +80.7% | -19.6% | +100.3% | +74.0% |
| All | +163.5% | +210.2% | -46.7% | +112.8% |
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 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