-38.6%
PDD vs ILMN
+92.1%
-130.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +2.6% |
| 7D | +6.0% | -21.6% | +27.6% | +6.9% |
| 30D | +5.5% | -22.9% | +28.3% | +6.4% |
| 3M | -9.8% | +11.6% | -21.3% | -10.9% |
| 6M | -16.0% | +62.5% | -78.5% | -18.6% |
| YTD | -27.6% | +72.7% | -100.3% | -31.4% |
| 1Y | -38.6% | +93.9% | -132.5% | -42.7% |
| All | -38.6% | +92.1% | -130.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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