-36.5%
PDD vs IRE
-97.2%
+60.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +39.6% | -40.7% | -1.3% |
| 7D | +5.6% | -27.2% | +32.8% | +5.8% |
| 30D | +5.8% | -75.1% | +80.9% | +7.2% |
| 3M | -8.6% | -77.9% | +69.3% | -7.5% |
| 6M | -18.8% | -94.6% | +75.7% | -16.3% |
| YTD | -26.8% | -91.5% | +64.8% | -28.3% |
| 1Y | -39.3% | -97.8% | +58.6% | -38.9% |
| All | -36.5% | -97.2% | +60.8% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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