+25.0%
FLEX vs PDD
-38.2%
+63.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.5% | -14.8% | -12.9% |
| 7D | -17.0% | +6.0% | -23.0% | -18.5% |
| 30D | -33.8% | +5.5% | -39.3% | -34.9% |
| 3M | -39.0% | -9.8% | -29.3% | -37.0% |
| 6M | -15.9% | -16.0% | +0.1% | -5.6% |
| YTD | +27.8% | -27.6% | +55.4% | +48.3% |
| 1Y | +25.0% | -38.6% | +63.6% | +59.6% |
| All | +25.0% | -38.2% | +63.2% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling