+115.2%
XLP vs PDD
+210.0%
-94.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.5% | +0.9% | +3.3% |
| 7D | +5.9% | +6.0% | -0.2% | +5.7% |
| 30D | +13.5% | +5.5% | +8.0% | +13.3% |
| 3M | +8.4% | -9.8% | +18.2% | +8.6% |
| 6M | +11.5% | -16.0% | +27.5% | +11.9% |
| YTD | +20.6% | -27.6% | +48.2% | +21.3% |
| 1Y | +24.3% | -38.6% | +62.9% | +25.4% |
| 3Y | +45.1% | -22.8% | +67.9% | +44.8% |
| 5Y | +44.6% | -5.2% | +49.8% | +42.1% |
| All | +115.2% | +210.0% | -94.8% | +103.0% |
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