+285.7%
FERG vs PDD
+198.0%
+87.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.5% |
| 7D | +9.7% | -4.9% | +14.6% | +10.1% |
| 30D | +15.0% | -3.0% | +18.1% | +15.2% |
| 3M | +3.8% | -6.2% | +9.9% | +4.1% |
| 6M | +10.6% | -20.7% | +31.3% | +12.0% |
| YTD | +17.0% | -30.4% | +47.3% | +19.3% |
| 1Y | +7.1% | -41.3% | +48.4% | +10.2% |
| 3Y | +67.7% | -27.7% | +95.4% | +68.3% |
| 5Y | +76.4% | -16.9% | +93.3% | +71.4% |
| All | +285.7% | +198.0% | +87.7% | +250.1% |
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