+191.4%
PDD vs FANG
+100.4%
+91.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.4% | +2.9% | -8.2% | -5.8% |
| 30D | -12.6% | +2.6% | -15.2% | -13.0% |
| 3M | -4.3% | +7.6% | -11.9% | -5.6% |
| 6M | -24.4% | +17.3% | -41.7% | -26.7% |
| YTD | -31.4% | +38.7% | -70.1% | -35.3% |
| 1Y | -38.1% | +51.6% | -89.8% | -42.6% |
| 3Y | -20.1% | +50.0% | -70.1% | -26.8% |
| 5Y | -25.0% | +237.6% | -262.6% | -38.5% |
| All | +191.4% | +100.4% | +91.0% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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