-41.3%
PDD vs IFF
+27.0%
-68.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.7% |
| 7D | -4.9% | -1.8% | -3.1% | -4.6% |
| 30D | -3.0% | -9.4% | +6.4% | -1.4% |
| 3M | -6.2% | -3.0% | -3.2% | -5.9% |
| 6M | -20.7% | +5.8% | -26.5% | -22.1% |
| YTD | -30.4% | +22.4% | -52.7% | -35.5% |
| 1Y | -41.3% | +23.0% | -64.3% | -45.7% |
| All | -41.3% | +27.0% | -68.3% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling