-23.7%
PDD vs ILMN
-51.8%
+28.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | -4.1% | +1.2% | -5.3% | -4.5% |
| 30D | -9.6% | +9.2% | -18.8% | -12.5% |
| 3M | -4.3% | +29.8% | -34.1% | -13.0% |
| 6M | -18.8% | +69.2% | -88.0% | -33.2% |
| YTD | -27.5% | +66.4% | -93.9% | -40.6% |
| 1Y | -33.6% | +123.4% | -157.0% | -52.4% |
| 3Y | -20.4% | +33.2% | -53.6% | -32.1% |
| All | -23.7% | -51.8% | +28.1% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling