-24.6%
PDD vs IFF
-35.9%
+11.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -4.4% | -3.0% | -1.4% | -3.3% |
| 30D | -15.5% | -0.9% | -14.6% | -15.2% |
| 3M | -4.1% | +11.8% | -15.9% | -8.5% |
| 6M | -23.4% | +16.5% | -39.9% | -28.9% |
| YTD | -30.7% | +26.5% | -57.2% | -38.1% |
| 1Y | -37.6% | +32.7% | -70.3% | -45.7% |
| 3Y | -17.5% | +32.0% | -49.6% | -31.0% |
| 5Y | -24.6% | -36.1% | +11.5% | -14.0% |
| All | -24.6% | -35.9% | +11.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling