+121.5%
XLY vs PDD
+210.2%
-88.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.4% |
| 7D | -2.0% | -4.1% | +2.1% | -1.5% |
| 30D | -3.1% | -9.6% | +6.5% | -2.1% |
| 3M | -1.8% | -4.3% | +2.5% | -1.5% |
| 6M | -0.9% | -18.8% | +17.9% | +1.1% |
| YTD | -3.4% | -27.5% | +24.1% | -0.3% |
| 1Y | -1.5% | -33.6% | +32.1% | +2.5% |
| 3Y | +38.8% | -20.4% | +59.2% | +37.8% |
| 5Y | +30.5% | -19.6% | +50.1% | +20.5% |
| All | +121.5% | +210.2% | -88.7% | +65.8% |
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 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