+197.4%
PDD vs FFIV
+77.3%
+120.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -1.0% | -4.2% | +3.2% | +0.4% |
| 30D | -2.4% | -33.9% | +31.5% | +12.0% |
| 3M | -14.6% | -22.6% | +8.0% | -8.4% |
| 6M | -19.6% | -10.4% | -9.2% | -19.1% |
| YTD | -30.0% | +24.3% | -54.3% | -39.2% |
| 1Y | -42.5% | +31.8% | -74.3% | -51.4% |
| 3Y | -27.2% | +99.5% | -126.7% | -51.8% |
| 5Y | -8.2% | +40.7% | -49.0% | -29.2% |
| All | +197.4% | +77.3% | +120.1% | +100.5% |
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