+2.2%
FERG vs PDD
-43.8%
+46.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.8% | -3.3% |
| 7D | +8.2% | -7.6% | +15.8% | +9.4% |
| 30D | +14.4% | -5.4% | +19.8% | +15.1% |
| 3M | +4.3% | -12.9% | +17.3% | +6.4% |
| 6M | +7.9% | -19.0% | +26.9% | +12.6% |
| YTD | +16.3% | -31.6% | +47.9% | +24.6% |
| 1Y | +2.2% | -43.0% | +45.3% | +12.7% |
| All | +2.2% | -43.8% | +46.0% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling