+33.0%
XLY vs PDD
-19.4%
+52.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | -2.1% | -4.4% | +2.3% | -1.6% |
| 30D | -6.0% | -15.5% | +9.4% | -4.4% |
| 3M | -2.7% | -4.1% | +1.3% | -2.4% |
| 6M | -1.5% | -23.4% | +21.9% | +1.0% |
| YTD | -5.4% | -30.7% | +25.2% | -2.2% |
| 1Y | -3.8% | -37.6% | +33.8% | +0.5% |
| All | +33.0% | -19.4% | +52.4% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling