+26.0%
PFE vs PDD
-41.6%
+67.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.2% |
| 7D | -4.7% | -1.4% | -3.3% | -4.5% |
| 30D | +3.4% | -1.0% | +4.4% | +3.4% |
| 3M | +9.2% | -12.3% | +21.5% | +10.8% |
| 6M | +15.8% | -18.5% | +34.3% | +18.3% |
| YTD | +23.4% | -29.0% | +52.5% | +28.0% |
| All | +26.0% | -41.6% | +67.6% | +31.6% |
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