+19.5%
PFE vs PDD
+213.3%
-193.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.6% |
| 7D | -3.7% | +5.6% | -9.3% | -3.8% |
| 30D | +5.0% | +5.8% | -0.8% | +4.8% |
| 3M | +12.2% | -8.6% | +20.8% | +12.4% |
| 6M | +14.6% | -18.8% | +33.4% | +15.0% |
| YTD | +24.1% | -26.8% | +50.9% | +24.7% |
| 1Y | +26.6% | -39.3% | +65.8% | +27.6% |
| 3Y | +14.3% | -22.5% | +36.8% | +14.4% |
| 5Y | -21.9% | -0.8% | -21.1% | -22.1% |
| All | +19.5% | +213.3% | -193.8% | +11.4% |
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