+13.1%
ICE vs PDD
-14.6%
+27.7%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | +2.0% | +5.6% | -3.6% | +1.3% |
| 30D | +12.9% | +5.8% | +7.1% | +12.0% |
| 3M | +15.4% | -8.6% | +24.0% | +16.1% |
| 6M | +13.1% | -18.8% | +31.9% | +10.1% |
| All | +13.1% | -14.6% | +27.7% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling