+40.6%
ICE vs PDD
-25.6%
+66.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -2.0% |
| 7D | -1.2% | -4.1% | +3.0% | -0.9% |
| 30D | +5.0% | -13.1% | +18.1% | +5.7% |
| 3M | +13.9% | -3.5% | +17.4% | +14.0% |
| 6M | -4.4% | -21.8% | +17.4% | -3.4% |
| YTD | -1.9% | -29.7% | +27.8% | -0.3% |
| 1Y | -8.1% | -36.2% | +28.1% | -6.2% |
| 3Y | +42.5% | -16.4% | +58.8% | +40.8% |
| 5Y | +40.6% | -23.8% | +64.5% | +40.5% |
| All | +40.6% | -25.6% | +66.2% | +40.5% |
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 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