+198.7%
PDD vs FANG
+95.2%
+103.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -4.1% | -1.7% | -2.4% | -3.9% |
| 30D | -13.1% | +6.8% | -19.8% | -14.0% |
| 3M | -3.5% | +1.3% | -4.8% | -3.9% |
| 6M | -21.8% | +11.8% | -33.6% | -23.6% |
| YTD | -29.7% | +35.1% | -64.7% | -33.5% |
| 1Y | -36.2% | +48.9% | -85.2% | -40.7% |
| 3Y | -16.4% | +42.8% | -59.2% | -22.8% |
| 5Y | -23.8% | +230.3% | -254.1% | -37.3% |
| All | +198.7% | +95.2% | +103.5% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling