+181.4%
XOM vs PDD
+199.6%
-18.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -7.3% | -1.0% | -6.4% | -7.3% |
| 30D | -2.6% | -2.4% | -0.2% | -2.6% |
| 3M | +3.6% | -14.6% | +18.2% | +4.1% |
| 6M | +15.3% | -19.6% | +34.9% | +16.1% |
| YTD | +39.4% | -30.0% | +69.4% | +41.0% |
| 1Y | +43.2% | -42.5% | +85.7% | +45.9% |
| 3Y | +74.9% | -27.2% | +102.1% | +74.7% |
| 5Y | +201.3% | -8.2% | +209.5% | +193.5% |
| All | +181.4% | +199.6% | -18.2% | +145.2% |
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