-38.1%
PDD vs FANG
+52.7%
-90.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | -0.1% |
| 7D | -5.4% | +2.9% | -8.2% | -5.0% |
| 30D | -12.6% | +2.6% | -15.2% | -12.3% |
| 3M | -4.3% | +7.6% | -11.9% | -3.3% |
| 6M | -24.4% | +17.3% | -41.7% | -23.7% |
| YTD | -31.4% | +38.7% | -70.1% | -31.0% |
| 1Y | -38.1% | +51.6% | -89.8% | -39.1% |
| All | -38.1% | +52.7% | -90.8% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling