+20.7%
XLK vs PDD
-38.2%
+58.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | -7.6% | +6.0% | -13.6% | -8.4% |
| 30D | -12.2% | +5.5% | -17.6% | -12.9% |
| 3M | -5.5% | -9.8% | +4.3% | -3.7% |
| 6M | +9.2% | -16.0% | +25.2% | +14.1% |
| YTD | +23.0% | -27.6% | +50.6% | +34.1% |
| 1Y | +20.7% | -38.6% | +59.3% | +39.5% |
| All | +20.7% | -38.2% | +58.9% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling