-38.6%
PDD vs IBN
+4.2%
-42.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.8% | -1.3% | +1.1% |
| 7D | +6.0% | +8.9% | -2.9% | +2.9% |
| 30D | +5.5% | +12.6% | -7.2% | +1.1% |
| 3M | -9.8% | +3.1% | -12.8% | -10.9% |
| 6M | -16.0% | +20.6% | -36.6% | -21.9% |
| YTD | -27.6% | +5.8% | -33.3% | -29.6% |
| 1Y | -38.6% | +3.7% | -42.3% | -40.8% |
| All | -38.6% | +4.2% | -42.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling