+21.5%
PFE vs PDD
+198.2%
-176.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -3.0% | -3.8% | +0.9% | -2.9% |
| 30D | +5.2% | -2.4% | +7.6% | +5.3% |
| 3M | +12.2% | -12.7% | +24.9% | +12.5% |
| 6M | +17.8% | -20.0% | +37.8% | +18.2% |
| YTD | +26.2% | -30.3% | +56.5% | +27.0% |
| 1Y | +23.2% | -42.4% | +65.6% | +24.3% |
| 3Y | +21.3% | -27.5% | +48.8% | +21.5% |
| 5Y | -23.1% | -14.9% | -8.2% | -22.9% |
| All | +21.5% | +198.2% | -176.6% | +13.3% |
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