+154.5%
ICE vs PDD
+199.6%
-45.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +3.2% | -1.0% | +4.1% | +3.2% |
| 30D | +12.9% | -2.4% | +15.3% | +13.0% |
| 3M | +17.5% | -14.6% | +32.2% | +18.5% |
| 6M | +14.0% | -19.6% | +33.6% | +15.1% |
| YTD | +10.0% | -30.0% | +40.0% | +11.8% |
| 1Y | +19.5% | -42.5% | +62.1% | +22.7% |
| 3Y | +66.8% | -27.2% | +93.9% | +66.6% |
| 5Y | +40.3% | -8.2% | +48.6% | +33.4% |
| All | +154.5% | +199.6% | -45.1% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling