+67.7%
FERG vs PDD
-28.8%
+96.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.2% | +0.5% |
| 7D | +9.7% | -4.9% | +14.6% | +10.2% |
| 30D | +15.0% | -3.0% | +18.1% | +15.3% |
| 3M | +3.8% | -6.2% | +9.9% | +4.2% |
| 6M | +10.6% | -20.7% | +31.3% | +12.7% |
| YTD | +17.0% | -30.4% | +47.3% | +20.3% |
| 1Y | +7.1% | -41.3% | +48.4% | +11.5% |
| 3Y | +67.7% | -27.7% | +95.4% | +71.8% |
| All | +67.7% | -28.8% | +96.6% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling