+241.2%
FLEX vs PDD
-22.3%
+263.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +2.2% | -15.8% | -14.0% |
| 7D | -28.3% | +5.9% | -34.2% | -29.2% |
| 30D | -45.0% | +7.1% | -52.1% | -45.8% |
| 3M | -45.2% | -7.7% | -37.6% | -44.6% |
| 6M | -30.8% | -13.2% | -17.6% | -29.0% |
| YTD | +10.4% | -26.0% | +36.4% | +16.4% |
| 1Y | +2.3% | -38.4% | +40.7% | +11.0% |
| All | +241.2% | -22.3% | +263.6% | +265.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling