+122.5%
F vs PDD
+210.2%
-87.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +5.3% | -4.1% | +9.4% | +5.8% |
| 30D | +4.6% | -9.6% | +14.2% | +5.6% |
| 3M | -3.7% | -4.3% | +0.6% | -3.4% |
| 6M | +16.8% | -18.8% | +35.6% | +18.9% |
| YTD | +15.3% | -27.5% | +42.8% | +18.6% |
| 1Y | +31.0% | -33.6% | +64.6% | +35.8% |
| 3Y | +45.4% | -20.4% | +65.8% | +44.9% |
| 5Y | +54.7% | -19.6% | +74.2% | +44.1% |
| All | +122.5% | +210.2% | -87.7% | +77.7% |
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