-0.3%
PDD vs IBN
+68.5%
-68.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -3.4% |
| 7D | +5.6% | +15.1% | -9.5% | -2.3% |
| 30D | +5.8% | +21.6% | -15.9% | -5.2% |
| 3M | -8.6% | +11.2% | -19.8% | -14.0% |
| 6M | -18.8% | +27.8% | -46.6% | -29.8% |
| YTD | -26.8% | +14.7% | -41.5% | -32.8% |
| 1Y | -39.3% | +14.4% | -53.7% | -44.2% |
| 3Y | -22.5% | +52.1% | -74.6% | -46.5% |
| All | -0.3% | +68.5% | -68.8% | -38.3% |
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