+152.5%
IBM vs PDD
+198.2%
-45.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | -1.7% | -3.8% | +2.1% | -1.6% |
| 30D | +10.1% | -2.4% | +12.5% | +10.2% |
| 3M | +4.8% | -12.7% | +17.5% | +5.4% |
| 6M | +12.6% | -20.0% | +32.6% | +13.5% |
| YTD | -13.9% | -30.3% | +16.4% | -12.8% |
| 1Y | -18.7% | -42.4% | +23.7% | -17.1% |
| 3Y | +81.9% | -27.5% | +109.4% | +82.3% |
| 5Y | +148.3% | -14.9% | +163.2% | +143.2% |
| All | +152.5% | +198.2% | -45.7% | +101.2% |
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