+90.6%
F vs PDD
+203.8%
-113.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.9% |
| 7D | -0.6% | -1.4% | +0.8% | -0.5% |
| 30D | +2.9% | -1.0% | +3.9% | +3.0% |
| 3M | -9.5% | -12.3% | +2.8% | -8.3% |
| 6M | +4.0% | -18.5% | +22.5% | +5.8% |
| YTD | -1.3% | -29.0% | +27.7% | +1.8% |
| 1Y | -1.9% | -40.7% | +38.8% | +2.8% |
| 3Y | +53.5% | -25.7% | +79.2% | +54.0% |
| 5Y | -15.1% | -3.3% | -11.9% | -21.7% |
| All | +90.6% | +203.8% | -113.2% | +52.4% |
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