+207.9%
PDD vs FFIV
+118.2%
+89.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -4.1% | -1.0% | -3.1% | -3.8% |
| 30D | -9.6% | -5.1% | -4.5% | -8.1% |
| 3M | -4.3% | -4.5% | +0.2% | -3.3% |
| 6M | -18.8% | +36.5% | -55.2% | -29.5% |
| YTD | -27.5% | +53.0% | -80.5% | -40.4% |
| 1Y | -33.6% | +24.2% | -57.8% | -41.0% |
| 3Y | -20.4% | +137.2% | -157.6% | -49.3% |
| 5Y | -19.6% | +91.8% | -111.4% | -43.5% |
| All | +207.9% | +118.2% | +89.8% | +96.5% |
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