-3.0%
FERG vs PDD
-36.6%
+33.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.4% |
| 7D | +3.4% | -4.1% | +7.5% | +4.1% |
| 30D | -11.5% | -13.1% | +1.6% | -9.4% |
| 3M | +1.3% | -3.5% | +4.7% | +2.3% |
| 6M | -1.0% | -21.8% | +20.8% | +4.6% |
| YTD | +3.2% | -29.7% | +32.9% | +10.5% |
| 1Y | -3.0% | -36.2% | +33.3% | +7.4% |
| All | -3.0% | -36.6% | +33.6% | +7.4% |
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 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