-38.6%
PDD vs FAST
+32.0%
-70.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.2% |
| 7D | +6.0% | +3.4% | +2.6% | +5.6% |
| 30D | +5.5% | +5.5% | 0.0% | +4.6% |
| 3M | -9.8% | +7.6% | -17.3% | -10.7% |
| 6M | -16.0% | +19.8% | -35.8% | -18.3% |
| YTD | -27.6% | +35.5% | -63.0% | -31.9% |
| 1Y | -38.6% | +31.6% | -70.2% | -42.2% |
| All | -38.6% | +32.0% | -70.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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