+19.6%
FLEX vs PDD
-42.4%
+61.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | -13.6% | -1.0% | -12.7% | -13.9% |
| 30D | -36.5% | -2.4% | -34.1% | -36.4% |
| 3M | -36.4% | -14.6% | -21.8% | -33.5% |
| 6M | -46.5% | -19.6% | -26.9% | -39.5% |
| YTD | +25.9% | -30.0% | +55.9% | +45.8% |
| 1Y | +19.6% | -42.5% | +62.1% | +55.6% |
| All | +19.6% | -42.4% | +61.9% | +55.6% |
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