+50.5%
XLU vs PDD
-16.7%
+67.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.9% |
| 7D | +2.1% | -4.1% | +6.2% | +2.1% |
| 30D | -0.4% | -13.1% | +12.7% | -0.2% |
| 3M | +0.5% | -3.5% | +4.0% | +0.5% |
| 6M | -5.8% | -21.8% | +16.0% | -5.5% |
| YTD | +3.1% | -29.7% | +32.8% | +3.7% |
| 1Y | +8.1% | -36.2% | +44.3% | +8.8% |
| 3Y | +50.5% | -16.4% | +66.9% | +45.4% |
| All | +50.5% | -16.7% | +67.2% | +45.4% |
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