+214.4%
PDD vs FFIV
+74.2%
+140.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.6% | +4.2% |
| 7D | +5.9% | -14.2% | +20.1% | +11.6% |
| 30D | +7.1% | -33.6% | +40.7% | +22.8% |
| 3M | -7.7% | -24.2% | +16.5% | -0.2% |
| 6M | -13.2% | -8.3% | -4.9% | -13.6% |
| YTD | -26.0% | +22.1% | -48.1% | -35.3% |
| 1Y | -38.4% | +26.5% | -64.9% | -47.1% |
| 3Y | -21.1% | +102.3% | -123.4% | -48.3% |
| 5Y | +0.3% | +40.6% | -40.3% | -22.5% |
| All | +214.4% | +74.2% | +140.3% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling