-0.3%
PDD vs FFIV
+39.5%
-39.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +5.6% | -8.1% | +13.8% | +8.7% |
| 30D | +5.8% | -33.4% | +39.2% | +21.3% |
| 3M | -8.6% | -24.7% | +16.1% | -1.0% |
| 6M | -18.8% | -8.8% | -10.0% | -19.6% |
| YTD | -26.8% | +21.8% | -48.5% | -37.4% |
| 1Y | -39.3% | +25.3% | -64.6% | -48.9% |
| 3Y | -22.5% | +101.2% | -123.6% | -55.5% |
| All | -0.3% | +39.5% | -39.7% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling