+19.0%
PFE vs PDD
+192.6%
-173.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.1% |
| 7D | -2.1% | -7.6% | +5.5% | -1.9% |
| 30D | +3.1% | -5.4% | +8.5% | +3.2% |
| 3M | +11.2% | -12.9% | +24.1% | +11.5% |
| 6M | +15.0% | -19.0% | +34.1% | +15.5% |
| YTD | +23.5% | -31.6% | +55.2% | +24.3% |
| 1Y | +18.9% | -43.0% | +61.9% | +20.0% |
| 3Y | +18.7% | -28.9% | +47.6% | +19.0% |
| 5Y | -24.0% | -18.4% | -5.6% | -23.8% |
| All | +19.0% | +192.6% | -173.6% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling