+60.8%
XLU vs PDD
-28.8%
+89.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.5% | -3.8% | +4.3% | +0.5% |
| 30D | +5.3% | -2.4% | +7.6% | +5.3% |
| 3M | +1.2% | -12.7% | +13.9% | +1.3% |
| 6M | -1.6% | -20.0% | +18.4% | -1.4% |
| YTD | +4.8% | -30.3% | +35.1% | +5.2% |
| 1Y | +0.5% | -42.4% | +42.9% | +1.1% |
| All | +60.8% | -28.8% | +89.6% | +61.6% |
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