-41.7%
PDD vs FFIV
+28.8%
-70.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -3.2% |
| 7D | -1.4% | -2.1% | +0.7% | -1.3% |
| 30D | -1.0% | -33.8% | +32.7% | +3.4% |
| 3M | -12.3% | -20.6% | +8.3% | -10.7% |
| 6M | -18.5% | -10.2% | -8.3% | -19.1% |
| YTD | -29.0% | +24.5% | -53.5% | -34.7% |
| All | -41.7% | +28.8% | -70.5% | -47.6% |
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