+34.9%
PDD vs IOT
+61.2%
-26.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.1% | +2.8% | -6.9% | -4.9% |
| 30D | -13.1% | -1.8% | -11.3% | -13.1% |
| 3M | -3.5% | +17.9% | -21.4% | -8.4% |
| 6M | -21.8% | +13.5% | -35.3% | -26.0% |
| YTD | -29.7% | +13.3% | -42.9% | -34.2% |
| 1Y | -36.2% | -3.3% | -32.9% | -38.2% |
| 3Y | -16.4% | +31.3% | -47.7% | -35.0% |
| All | +34.9% | +61.2% | -26.4% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling