+520.2%
FLEX vs PDD
+213.3%
+306.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.7% |
| 7D | -19.3% | +5.6% | -24.9% | -20.1% |
| 30D | -41.5% | +5.8% | -47.3% | -42.1% |
| 3M | -43.1% | -8.6% | -34.5% | -42.6% |
| 6M | -48.2% | -18.8% | -29.4% | -47.0% |
| YTD | +15.5% | -26.8% | +42.3% | +20.0% |
| 1Y | +10.2% | -39.3% | +49.5% | +17.5% |
| 3Y | +256.8% | -22.5% | +279.3% | +257.7% |
| 5Y | +408.2% | -0.8% | +409.0% | +355.6% |
| All | +520.2% | +213.3% | +306.8% | +301.5% |
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