-18.8%
IBM vs PDD
-41.6%
+22.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | +8.4% | -1.0% | +9.4% | +8.5% |
| 3M | +4.5% | -12.3% | +16.7% | +7.3% |
| 6M | +7.9% | -18.5% | +26.4% | +10.4% |
| YTD | -15.2% | -29.0% | +13.8% | -10.3% |
| All | -18.8% | -41.6% | +22.8% | -9.8% |
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