+448.7%
FIX vs PDD
-23.2%
+471.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.1% | +6.5% | +5.5% |
| 7D | -17.5% | +5.6% | -23.1% | -17.9% |
| 30D | -41.6% | +5.8% | -47.3% | -41.9% |
| 3M | -40.6% | -8.6% | -32.0% | -40.2% |
| 6M | -49.4% | -18.8% | -30.5% | -48.3% |
| YTD | +9.2% | -26.8% | +36.0% | +12.2% |
| 1Y | +6.5% | -39.3% | +45.7% | +10.8% |
| 3Y | +448.7% | -22.5% | +471.2% | +485.7% |
| All | +448.7% | -23.2% | +471.9% | +485.7% |
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 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