+83.3%
F vs PDD
+192.6%
-109.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.7% |
| 7D | -3.9% | -7.6% | +3.8% | -3.1% |
| 30D | -0.5% | -5.4% | +4.9% | +0.1% |
| 3M | -12.9% | -12.9% | 0.0% | -11.8% |
| 6M | +1.5% | -19.0% | +20.6% | +3.4% |
| YTD | -5.0% | -31.6% | +26.6% | -1.7% |
| 1Y | -7.3% | -43.0% | +35.7% | -2.5% |
| 3Y | +45.3% | -28.9% | +74.2% | +46.4% |
| 5Y | -15.8% | -18.4% | +2.6% | -21.3% |
| All | +83.3% | +192.6% | -109.2% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling