+194.4%
PDD vs IDXX
+104.0%
+90.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | -4.4% | -4.4% | 0.0% | -2.4% |
| 30D | -15.5% | -13.5% | -1.9% | -9.6% |
| 3M | -4.1% | -11.0% | +7.0% | +0.9% |
| 6M | -23.4% | -15.6% | -7.8% | -17.8% |
| YTD | -30.7% | -23.9% | -6.8% | -22.1% |
| 1Y | -37.6% | -21.4% | -16.2% | -31.9% |
| 3Y | -17.5% | +10.6% | -28.1% | -30.9% |
| 5Y | -24.6% | -23.9% | -0.8% | -22.5% |
| All | +194.4% | +104.0% | +90.4% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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