-41.3%
PDD vs FFIV
+28.7%
-70.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.5% | +2.1% |
| 7D | -4.9% | -0.5% | -4.3% | -4.9% |
| 30D | -3.0% | -32.4% | +29.3% | +0.8% |
| 3M | -6.2% | -25.7% | +19.5% | -3.6% |
| 6M | -20.7% | -13.5% | -7.2% | -21.0% |
| YTD | -30.4% | +21.1% | -51.5% | -35.8% |
| 1Y | -41.3% | +29.4% | -70.7% | -46.7% |
| All | -41.3% | +28.7% | -70.0% | -46.7% |
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