+24.1%
PFE vs PDD
-33.4%
+57.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | +1.8% | -4.1% | +5.8% | +2.3% |
| 30D | +10.2% | -9.6% | +19.8% | +11.7% |
| 3M | +12.7% | -4.3% | +17.0% | +13.2% |
| 6M | +10.5% | -18.8% | +29.3% | +13.6% |
| YTD | +20.2% | -27.5% | +47.7% | +25.8% |
| 1Y | +24.1% | -33.6% | +57.7% | +29.5% |
| All | +24.1% | -33.4% | +57.5% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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