+106.0%
XLU vs PDD
+193.6%
-87.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -5.4% | +3.8% | -1.5% |
| 30D | -3.3% | -12.6% | +9.3% | -3.2% |
| 3M | -3.2% | -4.3% | +1.1% | -3.1% |
| 6M | -7.0% | -24.4% | +17.5% | -6.7% |
| YTD | +0.6% | -31.4% | +32.0% | +1.0% |
| 1Y | +2.4% | -38.1% | +40.5% | +3.0% |
| 3Y | +46.3% | -20.1% | +66.4% | +46.1% |
| 5Y | +44.0% | -25.0% | +69.0% | +43.5% |
| All | +106.0% | +193.6% | -87.7% | +102.8% |
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