-37.6%
PDD vs IFF
+32.7%
-70.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | -2.8% | -1.9% | -4.1% |
| 30D | -14.0% | -1.1% | -12.9% | -13.8% |
| 3M | -4.9% | +13.8% | -18.7% | -7.4% |
| 6M | -25.8% | +16.7% | -42.4% | -29.2% |
| YTD | -31.4% | +26.1% | -57.5% | -35.7% |
| 1Y | -37.6% | +33.5% | -71.1% | -42.7% |
| All | -37.6% | +32.7% | -70.3% | -42.7% |
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