+114.0%
XLV vs PDD
+193.6%
-79.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | -5.4% | +1.8% | -3.3% |
| 30D | -1.8% | -12.6% | +10.8% | -1.2% |
| 3M | +7.8% | -4.3% | +12.1% | +7.9% |
| 6M | +9.1% | -24.4% | +33.5% | +10.3% |
| YTD | +7.7% | -31.4% | +39.1% | +9.4% |
| 1Y | +20.4% | -38.1% | +58.5% | +22.7% |
| 3Y | +30.8% | -20.1% | +50.9% | +30.2% |
| 5Y | +34.6% | -25.0% | +59.6% | +31.1% |
| All | +114.0% | +193.6% | -79.6% | +80.8% |
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