-23.4%
PDD vs IOT
+63.3%
-86.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +5.6% | -2.6% | +8.2% | +5.8% |
| 30D | +5.8% | +1.2% | +4.6% | +5.6% |
| 3M | -8.6% | +7.2% | -15.8% | -9.4% |
| 6M | -18.8% | +41.7% | -60.5% | -21.2% |
| YTD | -26.8% | +15.6% | -42.4% | -28.4% |
| 1Y | -39.3% | +7.6% | -46.8% | -40.4% |
| All | -23.4% | +63.3% | -86.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling