+201.5%
PDD vs IBN
+332.3%
-130.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -1.4% | +14.6% | -16.0% | -5.5% |
| 30D | -1.0% | +23.5% | -24.6% | -7.3% |
| 3M | -12.3% | +14.0% | -26.3% | -15.8% |
| 6M | -18.5% | +31.1% | -49.6% | -25.2% |
| YTD | -29.0% | +16.6% | -45.6% | -32.5% |
| 1Y | -40.7% | +14.9% | -55.6% | -43.4% |
| 3Y | -25.7% | +56.9% | -82.6% | -36.8% |
| 5Y | -3.3% | +69.7% | -73.0% | -20.3% |
| All | +201.5% | +332.3% | -130.8% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling