+7.3%
FERG vs PDD
-18.3%
+25.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -3.0% | +14.3% | +11.3% |
| 7D | +7.3% | -1.4% | +8.8% | +7.2% |
| 30D | +18.1% | -1.0% | +19.2% | +17.8% |
| 3M | +1.6% | -12.3% | +13.9% | +1.7% |
| All | +7.3% | -18.3% | +25.7% | +9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling