+26.9%
XLV vs PDD
-33.4%
+60.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | +0.2% | -4.1% | +4.2% | +0.5% |
| 30D | +4.4% | -9.6% | +14.0% | +5.2% |
| 3M | +13.2% | -4.3% | +17.5% | +13.5% |
| 6M | +10.1% | -18.8% | +28.9% | +12.0% |
| YTD | +11.7% | -27.5% | +39.2% | +14.6% |
| 1Y | +26.9% | -33.6% | +60.6% | +30.2% |
| All | +26.9% | -33.4% | +60.4% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling