-23.7%
PDD vs IR
+45.6%
-69.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.1% |
| 7D | -4.1% | -2.8% | -1.2% | -2.8% |
| 30D | -9.6% | -15.1% | +5.5% | -2.3% |
| 3M | -4.3% | +6.1% | -10.3% | -8.2% |
| 6M | -18.8% | -16.8% | -1.9% | -12.3% |
| YTD | -27.5% | -3.5% | -24.0% | -28.1% |
| 1Y | -33.6% | -3.5% | -30.1% | -34.5% |
| 3Y | -20.4% | +9.5% | -29.9% | -33.0% |
| All | -23.7% | +45.6% | -69.3% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling