+15.7%
PFE vs PDD
+210.2%
-194.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | +1.8% | -4.1% | +5.8% | +1.8% |
| 30D | +10.2% | -9.6% | +19.8% | +10.4% |
| 3M | +12.7% | -4.3% | +17.0% | +12.7% |
| 6M | +10.5% | -18.8% | +29.3% | +10.9% |
| YTD | +20.2% | -27.5% | +47.7% | +20.8% |
| 1Y | +24.1% | -33.6% | +57.7% | +24.9% |
| 3Y | -3.6% | -20.4% | +16.8% | -3.5% |
| 5Y | -20.9% | -19.6% | -1.3% | -20.6% |
| All | +15.7% | +210.2% | -194.5% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling