+197.4%
PDD vs INDA
+63.7%
+133.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.8% |
| 7D | -1.0% | +6.2% | -7.2% | -5.0% |
| 30D | -2.4% | +12.4% | -14.8% | -9.9% |
| 3M | -14.6% | +3.2% | -17.8% | -16.5% |
| 6M | -19.6% | +3.8% | -23.4% | -21.9% |
| YTD | -30.0% | -4.3% | -25.7% | -28.1% |
| 1Y | -42.5% | -4.5% | -38.0% | -40.9% |
| 3Y | -27.2% | +17.1% | -44.3% | -35.7% |
| 5Y | -8.2% | +11.0% | -19.3% | -15.0% |
| All | +197.4% | +63.7% | +133.7% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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