-18.7%
PDD vs IP
+21.5%
-40.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -4.1% | -5.3% | +1.2% | -3.3% |
| 30D | -9.6% | -10.9% | +1.3% | -8.0% |
| 3M | -4.3% | +11.2% | -15.4% | -6.6% |
| 6M | -18.8% | -10.2% | -8.5% | -17.7% |
| YTD | -27.5% | -2.0% | -25.5% | -28.0% |
| 1Y | -33.6% | -19.1% | -14.5% | -31.7% |
| All | -18.7% | +21.5% | -40.2% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling