-19.9%
IBM vs PDD
-42.3%
+22.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | -1.5% | -1.0% | -0.6% | -1.4% |
| 30D | +8.4% | -2.4% | +10.8% | +8.8% |
| 3M | +4.2% | -14.6% | +18.8% | +7.7% |
| 6M | +7.9% | -19.6% | +27.6% | +10.7% |
| YTD | -15.2% | -30.0% | +14.8% | -10.0% |
| All | -19.9% | -42.3% | +22.3% | -11.2% |
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 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