-21.6%
PDD vs FAST
+91.5%
-113.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +5.9% | +0.7% | +5.2% | +5.8% |
| 30D | +7.1% | +4.6% | +2.4% | +6.4% |
| 3M | -7.7% | +6.4% | -14.0% | -8.4% |
| 6M | -13.2% | +20.6% | -33.8% | -15.4% |
| YTD | -26.0% | +34.7% | -60.6% | -28.9% |
| 1Y | -38.4% | +29.7% | -68.1% | -40.7% |
| All | -21.6% | +91.5% | -113.1% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling