+214.4%
PDD vs IP
-1.9%
+216.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.0% | +6.1% | +3.1% |
| 7D | +5.9% | -5.0% | +10.9% | +7.1% |
| 30D | +7.1% | +6.5% | +0.5% | +5.4% |
| 3M | -7.7% | -18.0% | +10.3% | -3.5% |
| 6M | -13.2% | +10.3% | -23.5% | -16.5% |
| YTD | -26.0% | -9.9% | -16.1% | -25.6% |
| 1Y | -38.4% | -1.1% | -37.4% | -39.8% |
| 3Y | -21.1% | +13.0% | -34.1% | -28.0% |
| 5Y | +0.3% | -12.3% | +12.6% | -3.4% |
| All | +214.4% | -1.9% | +216.3% | +178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling