+149.6%
IBM vs PDD
+216.8%
-67.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -2.9% |
| 7D | -4.3% | +5.9% | -10.2% | -4.6% |
| 30D | +11.7% | +7.1% | +4.6% | +11.3% |
| 3M | +5.5% | -7.7% | +13.2% | +5.8% |
| 6M | +9.5% | -13.2% | +22.7% | +9.9% |
| YTD | -14.9% | -26.0% | +11.1% | -14.0% |
| 1Y | -17.4% | -38.4% | +21.1% | -15.9% |
| 3Y | +83.3% | -21.1% | +104.4% | +83.0% |
| 5Y | +142.1% | +0.3% | +141.7% | +135.2% |
| All | +149.6% | +216.8% | -67.1% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling