+201.5%
PDD vs FAST
+366.1%
-164.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.1% |
| 7D | -1.4% | +3.8% | -5.3% | -2.8% |
| 30D | -1.0% | +8.1% | -9.1% | -4.0% |
| 3M | -12.3% | +5.8% | -18.1% | -14.3% |
| 6M | -18.5% | +24.9% | -43.4% | -25.5% |
| YTD | -29.0% | +38.9% | -67.9% | -38.1% |
| 1Y | -40.7% | +36.5% | -77.2% | -48.0% |
| 3Y | -25.7% | +98.1% | -123.8% | -46.1% |
| 5Y | -3.3% | +109.3% | -112.6% | -32.7% |
| All | +201.5% | +366.1% | -164.6% | +25.1% |
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