+114.5%
XLU vs PDD
+198.2%
-83.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% |
| 3Y | +58.9% | -27.5% | +86.4% | +58.9% |
| 5Y | +52.7% | -14.9% | +67.6% | +52.0% |
| All | +114.5% | +198.2% | -83.7% | +111.2% |
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