-33.6%
PDD vs FAST
+2.3%
-36.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.6% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | -9.6% | -0.8% | -8.8% | -9.5% |
| 3M | -4.3% | +5.8% | -10.0% | -4.7% |
| 6M | -18.8% | +8.0% | -26.7% | -19.7% |
| YTD | -27.5% | +25.6% | -53.1% | -28.1% |
| 1Y | -33.6% | +0.8% | -34.4% | -36.5% |
| All | -33.6% | +2.3% | -36.0% | -36.5% |
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