+201.5%
PDD vs IR
+254.2%
-52.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -4.6% |
| 7D | -1.4% | +5.0% | -6.5% | -3.2% |
| 30D | -1.0% | +10.3% | -11.4% | -4.6% |
| 3M | -12.3% | -0.1% | -12.2% | -12.6% |
| 6M | -18.5% | +14.8% | -33.3% | -23.1% |
| YTD | -29.0% | +9.7% | -38.8% | -32.4% |
| 1Y | -40.7% | +12.2% | -52.9% | -44.1% |
| 3Y | -25.7% | +30.0% | -55.7% | -35.0% |
| 5Y | -3.3% | +46.8% | -50.1% | -20.8% |
| All | +201.5% | +254.2% | -52.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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