+92.9%
F vs PDD
+210.0%
-117.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.5% | +2.7% |
| 7D | +6.0% | +6.0% | 0.0% | +5.4% |
| 30D | +4.3% | +5.5% | -1.2% | +3.7% |
| 3M | -10.1% | -9.8% | -0.3% | -9.2% |
| 6M | +12.8% | -16.0% | +28.8% | +14.4% |
| YTD | -0.1% | -27.6% | +27.5% | +2.8% |
| 1Y | +3.7% | -38.6% | +42.3% | +8.3% |
| 3Y | +42.7% | -22.8% | +65.5% | +42.6% |
| 5Y | -11.0% | -5.2% | -5.8% | -17.8% |
| All | +92.9% | +210.0% | -117.1% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling