+18.9%
PFE vs PDD
+203.8%
-184.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.5% |
| 7D | -4.7% | -1.4% | -3.3% | -4.7% |
| 30D | +3.4% | -1.0% | +4.4% | +3.4% |
| 3M | +9.2% | -12.3% | +21.5% | +9.5% |
| 6M | +15.8% | -18.5% | +34.3% | +16.2% |
| YTD | +23.4% | -29.0% | +52.5% | +24.1% |
| 1Y | +25.8% | -40.7% | +66.5% | +26.9% |
| 3Y | +17.8% | -25.7% | +43.5% | +18.0% |
| 5Y | -20.2% | -3.3% | -16.9% | -20.3% |
| All | +18.9% | +203.8% | -184.9% | +10.8% |
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