-33.6%
PDD vs FFIV
+25.9%
-59.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.1% | -1.0% | -3.1% | -4.0% |
| 30D | -9.6% | -5.1% | -4.5% | -9.0% |
| 3M | -4.3% | -4.5% | +0.2% | -3.9% |
| 6M | -18.8% | +36.5% | -55.2% | -22.6% |
| YTD | -27.5% | +53.0% | -80.5% | -32.0% |
| 1Y | -33.6% | +24.2% | -57.8% | -35.7% |
| All | -33.6% | +25.9% | -59.5% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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