+2,105.4%
FIX vs PDD
-22.7%
+2,128.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +6.0% | -4.1% | +10.1% | +6.3% |
| 30D | -7.2% | -9.6% | +2.4% | -6.6% |
| 3M | -15.9% | -4.3% | -11.6% | -15.7% |
| 6M | +12.7% | -18.8% | +31.5% | +14.3% |
| YTD | +72.8% | -27.5% | +100.3% | +76.6% |
| 1Y | +122.9% | -33.6% | +156.5% | +129.1% |
| 3Y | +774.3% | -20.4% | +794.7% | +774.3% |
| All | +2,105.4% | -22.7% | +2,128.1% | +2,167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling