-23.7%
PDD vs IP
-17.2%
-6.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -4.1% | -5.3% | +1.2% | -2.6% |
| 30D | -9.6% | -10.9% | +1.3% | -6.7% |
| 3M | -4.3% | +11.2% | -15.4% | -8.4% |
| 6M | -18.8% | -10.2% | -8.5% | -17.2% |
| YTD | -27.5% | -2.0% | -25.5% | -28.7% |
| 1Y | -33.6% | -19.1% | -14.5% | -30.5% |
| 3Y | -20.4% | +20.9% | -41.3% | -34.7% |
| All | -23.7% | -17.2% | -6.5% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling