+195.9%
PDD vs FFIV
+78.8%
+117.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | -3.8% | -2.9% | -0.9% | -2.9% |
| 30D | -2.4% | -32.4% | +30.1% | +11.2% |
| 3M | -12.7% | -22.7% | +10.0% | -6.2% |
| 6M | -20.0% | -10.7% | -9.3% | -19.4% |
| YTD | -30.3% | +25.4% | -55.7% | -39.7% |
| 1Y | -42.4% | +34.2% | -76.5% | -51.7% |
| 3Y | -27.5% | +101.2% | -128.7% | -52.2% |
| 5Y | -14.9% | +42.0% | -56.9% | -34.6% |
| All | +195.9% | +78.8% | +117.1% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling