+81.9%
IBM vs PDD
-22.3%
+104.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.0% |
| 7D | -4.3% | +5.9% | -10.2% | -4.7% |
| 30D | +11.7% | +7.1% | +4.6% | +11.1% |
| 3M | +5.5% | -7.7% | +13.2% | +6.1% |
| 6M | +9.5% | -13.2% | +22.7% | +10.1% |
| YTD | -14.9% | -26.0% | +11.1% | -13.7% |
| 1Y | -17.4% | -38.4% | +21.1% | -15.5% |
| All | +81.9% | -22.3% | +104.3% | +83.0% |
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