+211.0%
PDD vs ILMN
-30.9%
+241.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -2.0% |
| 7D | +5.6% | -9.7% | +15.3% | +9.0% |
| 30D | +5.8% | -20.4% | +26.2% | +12.8% |
| 3M | -8.6% | +10.0% | -18.6% | -15.0% |
| 6M | -18.8% | +49.5% | -68.3% | -33.9% |
| YTD | -26.8% | +62.5% | -89.3% | -43.3% |
| 1Y | -39.3% | +76.0% | -115.3% | -54.6% |
| 3Y | -22.5% | +94.2% | -116.7% | -51.1% |
| 5Y | -0.8% | -46.3% | +45.6% | +21.6% |
| All | +211.0% | -30.9% | +241.9% | +227.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling