+145.7%
XLK vs PDD
-25.6%
+171.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.7% |
| 7D | +2.3% | -4.1% | +6.4% | +2.8% |
| 30D | -0.1% | -13.1% | +13.0% | +1.5% |
| 3M | +2.1% | -3.5% | +5.6% | +2.3% |
| 6M | +37.2% | -21.8% | +59.0% | +40.7% |
| YTD | +30.8% | -29.7% | +60.5% | +35.9% |
| 1Y | +42.6% | -36.2% | +78.8% | +49.8% |
| 3Y | +121.8% | -16.4% | +138.2% | +119.7% |
| 5Y | +145.7% | -23.8% | +169.5% | +134.0% |
| All | +145.7% | -25.6% | +171.3% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling