+96.7%
XLP vs PDD
+210.2%
-113.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.0% | -4.1% | +3.0% | -0.9% |
| 30D | -0.9% | -9.6% | +8.7% | -0.7% |
| 3M | +3.8% | -4.3% | +8.1% | +3.9% |
| 6M | -1.7% | -18.8% | +17.0% | -1.4% |
| YTD | +10.3% | -27.5% | +37.8% | +10.9% |
| 1Y | +7.8% | -33.6% | +41.4% | +8.5% |
| 3Y | +27.2% | -20.4% | +47.6% | +26.9% |
| 5Y | +32.5% | -19.6% | +52.1% | +30.7% |
| All | +96.7% | +210.2% | -113.5% | +85.5% |
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