+214.4%
PDD vs IR
+233.7%
-19.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +3.1% |
| 7D | +5.9% | +2.3% | +3.6% | +5.0% |
| 30D | +7.1% | +3.3% | +3.7% | +5.6% |
| 3M | -7.7% | -9.0% | +1.3% | -5.0% |
| 6M | -13.2% | +8.0% | -21.2% | -16.3% |
| YTD | -26.0% | +3.4% | -29.4% | -28.0% |
| 1Y | -38.4% | +4.5% | -42.9% | -40.5% |
| 3Y | -21.1% | +25.6% | -46.7% | -30.2% |
| 5Y | +0.3% | +43.8% | -43.5% | -16.8% |
| All | +214.4% | +233.7% | -19.3% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling