-22.5%
PDD vs FFIV
+102.2%
-124.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +5.6% | -8.1% | +13.8% | +6.8% |
| 30D | +5.8% | -33.4% | +39.2% | +11.9% |
| 3M | -8.6% | -24.7% | +16.1% | -5.4% |
| 6M | -18.8% | -8.8% | -10.0% | -19.1% |
| YTD | -26.8% | +21.8% | -48.5% | -31.2% |
| 1Y | -39.3% | +25.3% | -64.6% | -43.3% |
| 3Y | -22.5% | +101.2% | -123.6% | -35.7% |
| All | -22.5% | +102.2% | -124.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling