+148.6%
ICE vs PDD
+213.3%
-64.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +2.0% | +5.6% | -3.6% | +1.7% |
| 30D | +12.9% | +5.8% | +7.1% | +12.5% |
| 3M | +15.4% | -8.6% | +24.0% | +15.9% |
| 6M | +13.1% | -18.8% | +31.9% | +14.2% |
| YTD | +7.5% | -26.8% | +34.2% | +9.0% |
| 1Y | +18.3% | -39.3% | +57.6% | +21.1% |
| 3Y | +65.9% | -22.5% | +88.4% | +65.1% |
| 5Y | +35.2% | -0.8% | +36.0% | +28.0% |
| All | +148.6% | +213.3% | -64.7% | +111.2% |
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