-2.5%
PFE vs PDD
-17.2%
+14.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | +1.8% | -4.1% | +5.8% | +2.0% |
| 30D | +10.2% | -9.6% | +19.8% | +10.9% |
| 3M | +12.7% | -4.3% | +17.0% | +12.9% |
| 6M | +10.5% | -18.8% | +29.3% | +11.6% |
| YTD | +20.2% | -27.5% | +47.7% | +22.0% |
| 1Y | +24.1% | -33.6% | +57.7% | +26.5% |
| All | -2.5% | -17.2% | +14.8% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling