+145.3%
XLV vs PDD
+198.0%
-52.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.5% |
| 7D | +2.2% | -4.9% | +7.1% | +2.4% |
| 30D | +8.6% | -3.0% | +11.6% | +8.7% |
| 3M | +12.6% | -6.2% | +18.8% | +12.9% |
| 6M | +29.8% | -20.7% | +50.5% | +31.0% |
| YTD | +23.5% | -30.4% | +53.9% | +25.3% |
| 1Y | +25.7% | -41.3% | +67.0% | +28.4% |
| 3Y | +56.3% | -27.7% | +84.0% | +56.4% |
| 5Y | +53.1% | -16.9% | +70.0% | +48.4% |
| All | +145.3% | +198.0% | -52.7% | +107.1% |
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