+191.4%
PDD vs IAG
+265.0%
-73.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -5.4% | -1.1% | -4.3% | -5.3% |
| 30D | -12.6% | +12.1% | -24.7% | -13.7% |
| 3M | -4.3% | +25.5% | -29.8% | -6.9% |
| 6M | -24.4% | -7.1% | -17.3% | -24.5% |
| YTD | -31.4% | +22.9% | -54.2% | -33.6% |
| 1Y | -38.1% | +83.3% | -121.5% | -42.7% |
| 3Y | -20.1% | +808.5% | -828.6% | -40.2% |
| 5Y | -25.0% | +838.0% | -863.0% | -45.8% |
| All | +191.4% | +265.0% | -73.6% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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