-38.6%
PDD vs IP
+2.3%
-40.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.3% |
| 7D | +6.0% | +3.4% | +2.6% | +5.7% |
| 30D | +5.5% | +11.2% | -5.8% | +4.4% |
| 3M | -9.8% | -14.8% | +5.0% | -8.7% |
| 6M | -16.0% | +17.3% | -33.3% | -18.2% |
| YTD | -27.6% | -6.2% | -21.4% | -27.2% |
| 1Y | -38.6% | +2.3% | -41.0% | -38.7% |
| All | -38.6% | +2.3% | -40.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling