+117.7%
XLY vs PDD
+193.6%
-75.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -5.4% | +3.7% | -1.1% |
| 30D | -4.2% | -12.6% | +8.4% | -2.8% |
| 3M | -2.7% | -4.3% | +1.6% | -2.3% |
| 6M | -0.6% | -24.4% | +23.8% | +2.1% |
| YTD | -5.0% | -31.4% | +26.4% | -1.4% |
| 1Y | -4.1% | -38.1% | +34.0% | +0.6% |
| 3Y | +33.6% | -20.1% | +53.7% | +32.6% |
| 5Y | +28.7% | -25.0% | +53.7% | +19.8% |
| All | +117.7% | +193.6% | -75.9% | +64.0% |
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