+211.0%
PDD vs IT
+36.2%
+174.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.1% |
| 7D | +5.6% | -16.9% | +22.5% | +10.4% |
| 30D | +5.8% | +2.3% | +3.4% | +4.5% |
| 3M | -8.6% | +2.9% | -11.5% | -10.3% |
| 6M | -18.8% | +25.9% | -44.7% | -25.9% |
| YTD | -26.8% | -24.6% | -2.1% | -23.4% |
| 1Y | -39.3% | -16.0% | -23.2% | -38.8% |
| 3Y | -22.5% | -51.6% | +29.1% | -10.9% |
| 5Y | -0.8% | -42.6% | +41.9% | +3.4% |
| All | +211.0% | +36.2% | +174.8% | +131.1% |
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