+145.2%
XLI vs PDD
+213.3%
-68.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -2.8% | +5.6% | -8.4% | -3.2% |
| 30D | -3.1% | +5.8% | -8.9% | -3.4% |
| 3M | -11.7% | -8.6% | -3.1% | -11.3% |
| 6M | -7.6% | -18.8% | +11.3% | -6.6% |
| YTD | +5.7% | -26.8% | +32.5% | +7.4% |
| 1Y | +7.8% | -39.3% | +47.1% | +10.8% |
| 3Y | +67.4% | -22.5% | +89.9% | +67.1% |
| 5Y | +64.8% | -0.8% | +65.6% | +56.8% |
| All | +145.2% | +213.3% | -68.1% | +97.9% |
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 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