-20.1%
PDD vs FANG
+45.6%
-65.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -4.6% | +1.2% | -5.9% | -4.8% |
| 30D | -14.0% | +2.4% | -16.4% | -14.2% |
| 3M | -4.9% | +5.1% | -9.9% | -5.4% |
| 6M | -25.8% | +16.4% | -42.2% | -27.7% |
| YTD | -31.4% | +39.0% | -70.3% | -35.2% |
| 1Y | -37.6% | +50.6% | -88.2% | -42.2% |
| All | -20.1% | +45.6% | -65.6% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling