+191.5%
PDD vs IFF
-20.2%
+211.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | -2.8% | -1.9% | -3.7% |
| 30D | -14.0% | -1.1% | -12.9% | -13.7% |
| 3M | -4.9% | +13.8% | -18.7% | -9.7% |
| 6M | -25.8% | +16.7% | -42.4% | -30.8% |
| YTD | -31.4% | +26.1% | -57.5% | -38.2% |
| 1Y | -37.6% | +33.5% | -71.1% | -45.2% |
| 3Y | -18.4% | +31.6% | -50.0% | -29.8% |
| 5Y | -25.0% | -34.9% | +9.9% | -17.0% |
| All | +191.5% | -20.2% | +211.7% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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