+211.0%
PDD vs IBN
+325.3%
-114.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.4% |
| 7D | +5.6% | +15.1% | -9.5% | +1.2% |
| 30D | +5.8% | +21.6% | -15.9% | -0.4% |
| 3M | -8.6% | +11.2% | -19.8% | -11.6% |
| 6M | -18.8% | +27.8% | -46.6% | -24.9% |
| YTD | -26.8% | +14.7% | -41.5% | -30.1% |
| 1Y | -39.3% | +14.4% | -53.7% | -42.0% |
| 3Y | -22.5% | +52.1% | -74.6% | -33.4% |
| 5Y | -0.8% | +70.7% | -71.5% | -18.2% |
| All | +211.0% | +325.3% | -114.3% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling