+873.3%
FLEX vs PDD
+210.2%
+663.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -0.9% | -4.1% | +3.2% | -0.3% |
| 30D | -10.1% | -9.6% | -0.5% | -8.9% |
| 3M | -31.3% | -4.3% | -27.1% | -31.2% |
| 6M | +71.3% | -18.8% | +90.0% | +75.9% |
| YTD | +81.2% | -27.5% | +108.7% | +89.0% |
| 1Y | +98.5% | -33.6% | +132.1% | +109.6% |
| 3Y | +428.2% | -20.4% | +448.7% | +428.5% |
| 5Y | +657.3% | -19.6% | +676.9% | +601.5% |
| All | +873.3% | +210.2% | +663.1% | +532.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling