-27.7%
PDD vs IT
-53.3%
+25.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -4.9% | +1.1% | -6.0% | -5.0% |
| 30D | -3.0% | -1.8% | -1.2% | -3.0% |
| 3M | -6.2% | +4.8% | -11.0% | -6.7% |
| 6M | -20.7% | +33.0% | -53.7% | -22.6% |
| YTD | -30.4% | -23.8% | -6.5% | -29.9% |
| 1Y | -41.3% | -16.5% | -24.8% | -41.3% |
| 3Y | -27.7% | -53.6% | +25.9% | -13.6% |
| All | -27.7% | -53.3% | +25.6% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling