+446.1%
XLK vs PDD
+193.7%
+252.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -0.4% | -4.6% | +4.2% | +0.2% |
| 30D | -0.5% | -14.0% | +13.5% | +1.3% |
| 3M | +5.0% | -4.9% | +9.9% | +5.4% |
| 6M | +32.9% | -25.8% | +58.6% | +37.2% |
| YTD | +29.0% | -31.4% | +60.3% | +34.4% |
| 1Y | +37.8% | -37.6% | +75.4% | +45.3% |
| 3Y | +118.7% | -18.4% | +137.0% | +116.9% |
| 5Y | +145.6% | -25.0% | +170.5% | +129.3% |
| All | +446.1% | +193.7% | +252.4% | +286.9% |
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