+194.4%
PDD vs FCEL
-96.7%
+291.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -1.0% |
| 7D | -4.4% | +15.1% | -19.5% | -5.4% |
| 30D | -15.5% | -16.4% | +1.0% | -14.9% |
| 3M | -4.1% | -5.3% | +1.2% | -5.9% |
| 6M | -23.4% | +124.5% | -147.9% | -30.5% |
| YTD | -30.7% | +126.7% | -157.3% | -37.5% |
| 1Y | -37.6% | +219.9% | -257.5% | -45.9% |
| 3Y | -17.5% | -61.6% | +44.1% | -22.2% |
| 5Y | -24.6% | -90.5% | +65.9% | -23.5% |
| All | +194.4% | -96.7% | +291.1% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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