+43.7%
XLP vs PDD
-22.3%
+66.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.7% |
| 6M | +10.0% | -13.2% | +23.3% | +10.1% |
| YTD | +19.7% | -26.0% | +45.7% | +20.0% |
| 1Y | +23.5% | -38.4% | +61.9% | +24.0% |
| All | +43.7% | -22.3% | +66.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling