+3,335.7%
FIX vs PDD
+210.2%
+3,125.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -15.9% | -4.3% | -11.6% | -15.7% |
| 6M | +12.7% | -18.8% | +31.5% | +13.9% |
| YTD | +72.8% | -27.5% | +100.3% | +75.6% |
| 1Y | +122.9% | -33.6% | +156.5% | +127.5% |
| 3Y | +774.3% | -20.4% | +794.7% | +774.3% |
| 5Y | +2,049.5% | -19.6% | +2,069.1% | +1,977.9% |
| All | +3,335.7% | +210.2% | +3,125.5% | +2,808.1% |
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