+40.4%
ICE vs PDD
-15.5%
+55.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | +2.2% | -7.6% | +9.9% | +2.6% |
| 30D | +13.7% | -5.4% | +19.1% | +14.0% |
| 3M | +17.9% | -12.9% | +30.8% | +18.7% |
| 6M | +15.0% | -19.0% | +34.0% | +16.0% |
| YTD | +10.9% | -31.6% | +42.6% | +12.9% |
| 1Y | +17.0% | -43.0% | +60.0% | +20.1% |
| 3Y | +68.2% | -28.9% | +97.1% | +67.9% |
| 5Y | +40.4% | -18.4% | +58.8% | +40.8% |
| All | +40.4% | -15.5% | +55.9% | +40.8% |
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