+135.8%
IONQ vs PDD
-22.3%
+158.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.2% | -12.7% | -10.9% |
| 7D | -16.7% | +5.9% | -22.6% | -17.6% |
| 30D | -38.9% | +7.1% | -46.0% | -39.8% |
| 3M | -33.8% | -7.7% | -26.1% | -33.0% |
| 6M | -44.9% | -13.2% | -31.7% | -43.8% |
| YTD | -41.1% | -26.0% | -15.1% | -38.0% |
| 1Y | -52.3% | -38.4% | -13.9% | -48.3% |
| All | +135.8% | -22.3% | +158.1% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling