+56.9%
FERG vs PDD
-15.4%
+72.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | 0.0% | -4.1% | +4.0% | +0.3% |
| 30D | -10.2% | -9.6% | -0.6% | -9.4% |
| 3M | -0.6% | -4.3% | +3.7% | -0.2% |
| 6M | -6.5% | -18.8% | +12.2% | -4.9% |
| YTD | +4.2% | -27.5% | +31.7% | +6.9% |
| 1Y | -2.3% | -33.6% | +31.4% | +0.9% |
| All | +56.9% | -15.4% | +72.3% | +55.2% |
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