+207.9%
PDD vs IT
+33.6%
+174.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.9% |
| 7D | -4.1% | -6.0% | +2.0% | -2.6% |
| 30D | -9.6% | 0.0% | -9.6% | -9.9% |
| 3M | -4.3% | +13.1% | -17.3% | -8.7% |
| 6M | -18.8% | +11.7% | -30.5% | -23.0% |
| YTD | -27.5% | -26.1% | -1.4% | -23.1% |
| 1Y | -33.6% | -21.3% | -12.4% | -31.6% |
| 3Y | -20.4% | -46.7% | +26.3% | -11.8% |
| 5Y | -19.6% | -40.5% | +20.9% | -16.4% |
| All | +207.9% | +33.6% | +174.3% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling