+74.7%
IBM vs PDD
-15.4%
+90.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.3% | -4.1% | +3.8% | 0.0% |
| 30D | +0.3% | -9.6% | +9.9% | +1.0% |
| 3M | -21.6% | -4.3% | -17.3% | -21.4% |
| 6M | -4.7% | -18.8% | +14.1% | -3.7% |
| YTD | -19.1% | -27.5% | +8.4% | -17.8% |
| 1Y | -2.5% | -33.6% | +31.1% | -0.5% |
| All | +74.7% | -15.4% | +90.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling