-43.0%
PDD vs IT
-17.7%
-25.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.8% |
| 7D | -7.6% | -3.7% | -4.0% | -7.4% |
| 30D | -5.4% | -3.1% | -2.3% | -5.2% |
| 3M | -12.9% | +6.3% | -19.3% | -13.4% |
| 6M | -19.0% | +24.8% | -43.8% | -20.8% |
| YTD | -31.6% | -24.4% | -7.3% | -33.4% |
| 1Y | -43.0% | -17.1% | -25.9% | -44.2% |
| All | -43.0% | -17.7% | -25.4% | -44.2% |
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