+211.0%
PDD vs FAST
+352.6%
-141.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +5.6% | +2.1% | +3.5% | +4.8% |
| 30D | +5.8% | +6.9% | -1.1% | +3.1% |
| 3M | -8.6% | +4.8% | -13.4% | -10.4% |
| 6M | -18.8% | +19.8% | -38.6% | -24.6% |
| YTD | -26.8% | +34.9% | -61.7% | -35.4% |
| 1Y | -39.3% | +32.8% | -72.1% | -46.2% |
| 3Y | -22.5% | +93.7% | -116.2% | -43.3% |
| 5Y | -0.8% | +105.3% | -106.1% | -30.4% |
| All | +211.0% | +352.6% | -141.6% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling