+452.2%
XLK vs PDD
+210.2%
+242.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +0.9% | -4.1% | +4.9% | +1.4% |
| 30D | +0.7% | -9.6% | +10.3% | +1.9% |
| 3M | -2.9% | -4.3% | +1.3% | -2.6% |
| 6M | +34.3% | -18.8% | +53.0% | +37.2% |
| YTD | +30.4% | -27.5% | +57.9% | +35.0% |
| 1Y | +43.4% | -33.6% | +77.0% | +50.0% |
| 3Y | +116.8% | -20.4% | +137.2% | +115.7% |
| 5Y | +144.0% | -19.6% | +163.6% | +125.9% |
| All | +452.2% | +210.2% | +242.0% | +288.6% |
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