+110.9%
XLP vs PDD
+213.3%
-102.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.3% |
| 7D | +0.7% | +5.6% | -4.9% | +0.6% |
| 30D | +10.3% | +5.8% | +4.5% | +10.1% |
| 3M | +6.5% | -8.6% | +15.1% | +6.7% |
| 6M | +8.4% | -18.8% | +27.2% | +8.8% |
| YTD | +18.2% | -26.8% | +45.0% | +18.8% |
| 1Y | +22.4% | -39.3% | +61.7% | +23.5% |
| 3Y | +41.9% | -22.5% | +64.4% | +41.6% |
| 5Y | +40.9% | -0.8% | +41.6% | +38.3% |
| All | +110.9% | +213.3% | -102.5% | +98.8% |
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