+19.4%
XLK vs PDD
-42.6%
+62.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | +3.4% | -4.9% | +8.3% | +3.9% |
| 30D | -10.6% | -3.0% | -7.5% | -10.3% |
| 3M | -10.6% | -6.2% | -4.5% | -10.0% |
| 6M | -3.5% | -20.7% | +17.2% | +2.1% |
| YTD | +18.7% | -30.4% | +49.1% | +29.5% |
| 1Y | +19.4% | -41.3% | +60.7% | +37.5% |
| All | +19.4% | -42.6% | +62.0% | +37.5% |
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