+143.0%
IBM vs PDD
-5.9%
+148.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.6% |
| 7D | -2.2% | -1.0% | -1.2% | -2.2% |
| 30D | +7.7% | -2.4% | +10.1% | +7.7% |
| 3M | +3.5% | -14.6% | +18.1% | +4.0% |
| 6M | +7.2% | -19.6% | +26.8% | +7.8% |
| YTD | -15.8% | -30.0% | +14.2% | -15.0% |
| 1Y | -19.3% | -42.5% | +23.2% | -18.1% |
| 3Y | +78.0% | -27.2% | +105.2% | +78.5% |
| 5Y | +143.0% | -8.2% | +151.3% | +144.9% |
| All | +143.0% | -5.9% | +148.9% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling