-13.6%
PDD vs IBN
+73.5%
-87.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | -4.9% | +1.9% | -6.7% | -5.9% |
| 30D | -3.0% | +22.1% | -25.2% | -13.4% |
| 3M | -6.2% | +17.1% | -23.3% | -14.4% |
| 6M | -20.7% | +35.5% | -56.3% | -33.8% |
| YTD | -30.4% | +16.8% | -47.2% | -36.8% |
| 1Y | -41.3% | +12.4% | -53.7% | -45.5% |
| 3Y | -27.7% | +58.0% | -85.7% | -51.7% |
| All | -13.6% | +73.5% | -87.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling