+22.2%
XLP vs PDD
-41.6%
+63.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +8.9% | -1.0% | +10.0% | +8.9% |
| 3M | +7.5% | -12.3% | +19.8% | +7.4% |
| 6M | +9.4% | -18.5% | +27.9% | +9.3% |
| YTD | +19.3% | -29.0% | +48.3% | +18.4% |
| All | +22.2% | -41.6% | +63.8% | +21.1% |
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