-22.5%
PDD vs IAG
+621.5%
-644.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.2% | -8.3% | -1.6% |
| 7D | +5.6% | +21.4% | -15.8% | +4.2% |
| 30D | +5.8% | +4.0% | +1.7% | +5.3% |
| 3M | -8.6% | +17.0% | -25.6% | -9.8% |
| 6M | -18.8% | +1.4% | -20.3% | -19.3% |
| YTD | -26.8% | +13.8% | -40.5% | -27.7% |
| 1Y | -39.3% | +55.8% | -95.1% | -40.8% |
| 3Y | -22.5% | +647.4% | -669.9% | -28.1% |
| All | -22.5% | +621.5% | -644.0% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling