+190.4%
PDD vs FAST
+374.5%
-184.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -7.6% | +5.0% | -12.7% | -9.3% |
| 30D | -5.4% | +8.6% | -14.0% | -8.3% |
| 3M | -12.9% | +6.9% | -19.8% | -15.2% |
| 6M | -19.0% | +29.6% | -48.6% | -26.9% |
| YTD | -31.6% | +41.4% | -73.0% | -40.7% |
| 1Y | -43.0% | +38.5% | -81.5% | -50.3% |
| 3Y | -28.9% | +98.7% | -127.6% | -48.4% |
| 5Y | -18.4% | +108.0% | -126.4% | -43.0% |
| All | +190.4% | +374.5% | -184.1% | +19.7% |
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