+20.4%
XLV vs PDD
-38.1%
+58.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | -5.4% | +1.8% | -3.1% |
| 30D | -1.8% | -12.6% | +10.8% | -0.8% |
| 3M | +7.8% | -4.3% | +12.1% | +8.1% |
| 6M | +9.1% | -24.4% | +33.5% | +11.6% |
| YTD | +7.7% | -31.4% | +39.1% | +10.8% |
| 1Y | +20.4% | -38.1% | +58.5% | +24.3% |
| All | +20.4% | -38.1% | +58.5% | +24.3% |
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