+174.9%
XOM vs PDD
+200.9%
-26.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | -2.4% | -4.1% | +1.7% | -2.2% |
| 30D | +5.7% | -13.1% | +18.7% | +6.2% |
| 3M | +6.6% | -3.5% | +10.0% | +6.6% |
| 6M | +7.7% | -21.8% | +29.5% | +8.5% |
| YTD | +36.2% | -29.7% | +65.9% | +37.8% |
| 1Y | +50.5% | -36.2% | +86.7% | +52.8% |
| 3Y | +53.4% | -16.4% | +69.7% | +52.3% |
| 5Y | +254.2% | -23.8% | +278.0% | +248.1% |
| All | +174.9% | +200.9% | -26.1% | +139.6% |
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