+167.4%
IONQ vs PDD
-55.3%
+222.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.9% | -8.3% | -6.9% |
| 7D | -11.5% | -4.9% | -6.6% | -10.4% |
| 30D | -8.1% | -3.0% | -5.0% | -7.7% |
| 3M | -35.8% | -6.2% | -29.6% | -35.1% |
| 6M | -47.7% | -20.7% | -27.0% | -45.2% |
| YTD | -35.6% | -30.4% | -5.3% | -30.0% |
| 1Y | -36.4% | -41.3% | +4.9% | -27.7% |
| 3Y | +150.0% | -27.7% | +177.7% | +150.8% |
| 5Y | +43.3% | -16.9% | +60.2% | +19.9% |
| All | +167.4% | -55.3% | +222.7% | +144.6% |
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