+290.9%
FERG vs PDD
+203.8%
+87.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.0% | +14.3% | +11.4% |
| 7D | +7.3% | -1.4% | +8.8% | +7.4% |
| 30D | +18.1% | -1.0% | +19.2% | +18.2% |
| 3M | +1.6% | -12.3% | +13.9% | +2.4% |
| 6M | +8.5% | -18.5% | +27.0% | +9.7% |
| YTD | +18.6% | -29.0% | +47.6% | +20.7% |
| 1Y | +5.7% | -40.7% | +46.4% | +8.8% |
| 3Y | +74.0% | -25.7% | +99.7% | +74.3% |
| 5Y | +83.9% | -3.3% | +87.2% | +77.5% |
| All | +290.9% | +203.8% | +87.2% | +254.4% |
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