-37.1%
PDD vs IRE
-84.4%
+47.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | +0.5% |
| 7D | -4.1% | +54.8% | -58.8% | -4.7% |
| 30D | -9.6% | +18.4% | -28.0% | -10.0% |
| 3M | -4.3% | -66.7% | +62.5% | -2.9% |
| 6M | -18.8% | -52.3% | +33.6% | -19.9% |
| YTD | -27.5% | -52.3% | +24.8% | -30.3% |
| All | -37.1% | -84.4% | +47.3% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling