-25.7%
PDD vs IR
+30.5%
-56.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.7% | -7.7% | -4.3% |
| 7D | -1.4% | +5.0% | -6.5% | -2.9% |
| 30D | -1.0% | +10.3% | -11.4% | -4.0% |
| 3M | -12.3% | -0.1% | -12.2% | -12.5% |
| 6M | -18.5% | +14.8% | -33.3% | -22.5% |
| YTD | -29.0% | +9.7% | -38.8% | -32.0% |
| 1Y | -40.7% | +12.2% | -52.9% | -43.7% |
| 3Y | -25.7% | +30.0% | -55.7% | -4.8% |
| All | -25.7% | +30.5% | -56.2% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling