-38.6%
PDD vs IT
-17.9%
-20.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.4% |
| 7D | +6.0% | -5.5% | +11.5% | +6.5% |
| 30D | +5.5% | +10.3% | -4.9% | +4.7% |
| 3M | -9.8% | +11.5% | -21.3% | -10.6% |
| 6M | -16.0% | +40.3% | -56.3% | -18.4% |
| YTD | -27.6% | -17.9% | -9.7% | -29.2% |
| 1Y | -38.6% | -8.8% | -29.8% | -40.2% |
| All | -38.6% | -17.9% | -20.7% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling