-27.7%
PDD vs FAST
+98.9%
-126.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | -3.8% | +4.3% | -8.1% | -4.3% |
| 30D | -2.4% | +8.3% | -10.7% | -3.3% |
| 3M | -12.7% | +6.5% | -19.2% | -13.4% |
| 6M | -20.0% | +29.5% | -49.5% | -22.8% |
| YTD | -30.3% | +41.3% | -71.6% | -33.5% |
| 1Y | -42.4% | +37.4% | -79.8% | -44.8% |
| All | -27.7% | +98.9% | -126.5% | -16.2% |
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