+90.7%
F vs PDD
+216.8%
-126.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | +1.4% | +5.9% | -4.5% | +0.8% |
| 30D | +2.0% | +7.1% | -5.0% | +1.3% |
| 3M | -10.4% | -7.7% | -2.7% | -9.7% |
| 6M | +9.7% | -13.2% | +22.9% | +10.9% |
| YTD | -1.2% | -26.0% | +24.8% | +1.4% |
| 1Y | 0.0% | -38.4% | +38.5% | +4.5% |
| 3Y | +41.1% | -21.1% | +62.2% | +40.8% |
| 5Y | -11.4% | +0.3% | -11.8% | -18.5% |
| All | +90.7% | +216.8% | -126.1% | +51.9% |
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