+113.6%
XLP vs PDD
+216.8%
-103.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.8% |
| 7D | +3.5% | +5.9% | -2.4% | +3.4% |
| 30D | +11.6% | +7.1% | +4.5% | +11.4% |
| 3M | +7.6% | -7.7% | +15.3% | +7.8% |
| 6M | +10.0% | -13.2% | +23.3% | +10.3% |
| YTD | +19.7% | -26.0% | +45.7% | +20.3% |
| 1Y | +23.5% | -38.4% | +61.9% | +24.5% |
| 3Y | +44.0% | -21.1% | +65.1% | +43.6% |
| 5Y | +42.7% | +0.3% | +42.4% | +40.1% |
| All | +113.6% | +216.8% | -103.2% | +101.3% |
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