+1,958.7%
FIX vs PDD
+216.8%
+1,741.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +2.2% | -13.8% | -11.7% |
| 7D | -27.2% | +5.9% | -33.1% | -27.5% |
| 30D | -46.9% | +7.1% | -54.0% | -47.2% |
| 3M | -44.4% | -7.7% | -36.7% | -44.2% |
| 6M | -50.9% | -13.2% | -37.7% | -50.6% |
| YTD | +3.5% | -26.0% | +29.5% | +5.0% |
| 1Y | -2.1% | -38.4% | +36.3% | +0.2% |
| 3Y | +418.7% | -21.1% | +439.9% | +418.7% |
| 5Y | +894.6% | +0.3% | +894.2% | +853.9% |
| All | +1,958.7% | +216.8% | +1,741.9% | +1,639.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling