+207.7%
PDD vs FAST
+354.5%
-146.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.9% |
| 7D | +6.0% | +3.4% | +2.6% | +4.8% |
| 30D | +5.5% | +5.5% | 0.0% | +3.3% |
| 3M | -9.8% | +7.6% | -17.3% | -12.3% |
| 6M | -16.0% | +19.8% | -35.8% | -21.9% |
| YTD | -27.6% | +35.5% | -63.0% | -36.2% |
| 1Y | -38.6% | +31.6% | -70.2% | -45.4% |
| 3Y | -22.8% | +91.0% | -113.8% | -43.1% |
| 5Y | -5.2% | +105.1% | -110.3% | -33.5% |
| All | +207.7% | +354.5% | -146.8% | +28.9% |
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 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