-25.3%
PDD vs FANG
+232.6%
-257.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.4% | +2.9% | -8.2% | -5.9% |
| 30D | -12.6% | +2.6% | -15.2% | -13.2% |
| 3M | -4.3% | +7.6% | -11.9% | -6.2% |
| 6M | -24.4% | +17.3% | -41.7% | -28.1% |
| YTD | -31.4% | +38.7% | -70.1% | -37.7% |
| 1Y | -38.1% | +51.6% | -89.8% | -45.4% |
| 3Y | -20.1% | +50.0% | -70.1% | -32.0% |
| All | -25.3% | +232.6% | -257.9% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling