+207.9%
PDD vs IP
+6.7%
+201.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.2% |
| 7D | -4.1% | -5.3% | +1.2% | -2.8% |
| 30D | -9.6% | -10.9% | +1.3% | -7.2% |
| 3M | -4.3% | +11.2% | -15.4% | -7.6% |
| 6M | -18.8% | -10.2% | -8.5% | -17.6% |
| YTD | -27.5% | -2.0% | -25.5% | -28.4% |
| 1Y | -33.6% | -19.1% | -14.5% | -31.4% |
| 3Y | -20.4% | +20.9% | -41.3% | -28.3% |
| 5Y | -19.6% | -17.8% | -1.8% | -22.0% |
| All | +207.9% | +6.7% | +201.2% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling