+576.3%
FLEX vs PDD
+199.6%
+376.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.5% |
| 7D | -13.6% | -1.0% | -12.7% | -13.7% |
| 30D | -36.5% | -2.4% | -34.1% | -36.4% |
| 3M | -36.4% | -14.6% | -21.8% | -35.2% |
| 6M | -46.5% | -19.6% | -26.9% | -45.2% |
| YTD | +25.9% | -30.0% | +55.9% | +31.6% |
| 1Y | +19.6% | -42.5% | +62.1% | +28.4% |
| 3Y | +287.0% | -27.2% | +314.2% | +291.2% |
| 5Y | +466.6% | -8.2% | +474.8% | +413.8% |
| All | +576.3% | +199.6% | +376.7% | +340.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling