-35.8%
PDD vs IRE
-98.0%
+62.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -33.9% | +36.1% | +2.4% |
| 7D | +5.9% | -57.1% | +63.0% | +6.5% |
| 30D | +7.1% | -84.4% | +91.5% | +9.0% |
| 3M | -7.7% | -85.0% | +77.3% | -6.3% |
| 6M | -13.2% | -95.2% | +82.0% | -11.1% |
| YTD | -26.0% | -93.9% | +68.0% | -27.4% |
| 1Y | -38.4% | -98.8% | +60.4% | -37.4% |
| All | -35.8% | -98.0% | +62.2% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling