+191.4%
PDD vs IBKR
+514.9%
-323.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.0% |
| 7D | -5.4% | -1.3% | -4.0% | -4.8% |
| 30D | -12.6% | -0.2% | -12.4% | -12.9% |
| 3M | -4.3% | +3.0% | -7.2% | -6.5% |
| 6M | -24.4% | +33.9% | -58.3% | -34.4% |
| YTD | -31.4% | +42.5% | -73.9% | -42.4% |
| 1Y | -38.1% | +44.9% | -83.0% | -48.8% |
| 3Y | -20.1% | +293.0% | -313.1% | -63.0% |
| 5Y | -25.0% | +497.7% | -522.7% | -73.2% |
| All | +191.4% | +514.9% | -323.5% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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