+424.8%
FLEX vs PDD
-16.7%
+441.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.2% |
| 7D | +7.5% | -4.9% | +12.3% | +8.1% |
| 30D | -25.3% | -3.0% | -22.2% | -25.2% |
| 3M | -39.7% | -6.2% | -33.5% | -39.4% |
| 6M | -47.9% | -20.7% | -27.1% | -46.6% |
| YTD | +24.1% | -30.4% | +54.5% | +29.3% |
| 1Y | +26.0% | -41.3% | +67.2% | +33.9% |
| 3Y | +282.7% | -27.7% | +310.4% | +288.5% |
| All | +424.8% | -16.7% | +441.4% | +432.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling