-13.3%
IBM vs PDD
-38.2%
+24.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.2% |
| 7D | +0.4% | +6.0% | -5.6% | -0.7% |
| 30D | +14.8% | +5.5% | +9.3% | +13.5% |
| 3M | +8.9% | -9.8% | +18.7% | +11.4% |
| 6M | +12.4% | -16.0% | +28.4% | +14.6% |
| YTD | -12.4% | -27.6% | +15.2% | -7.2% |
| 1Y | -13.3% | -38.6% | +25.4% | -3.1% |
| All | -13.3% | -38.2% | +24.9% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling