+214.4%
PDD vs FAST
+351.8%
-137.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +5.9% | +0.7% | +5.2% | +5.7% |
| 30D | +7.1% | +4.6% | +2.4% | +5.2% |
| 3M | -7.7% | +6.4% | -14.0% | -9.9% |
| 6M | -13.2% | +20.6% | -33.8% | -19.5% |
| YTD | -26.0% | +34.7% | -60.6% | -34.6% |
| 1Y | -38.4% | +29.7% | -68.1% | -44.9% |
| 3Y | -21.1% | +89.9% | -111.0% | -41.8% |
| 5Y | +0.3% | +105.0% | -104.6% | -29.6% |
| All | +214.4% | +351.8% | -137.4% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling