+207.9%
PDD vs FCEL
-97.0%
+304.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -4.1% | -15.8% | +11.8% | -3.1% |
| 30D | -9.6% | -29.3% | +19.7% | -7.9% |
| 3M | -4.3% | -30.1% | +25.9% | -4.3% |
| 6M | -18.8% | +74.4% | -93.2% | -25.0% |
| YTD | -27.5% | +104.5% | -132.0% | -34.1% |
| 1Y | -33.6% | +281.4% | -315.0% | -43.2% |
| 3Y | -20.4% | -66.1% | +45.7% | -24.2% |
| 5Y | -19.6% | -91.9% | +72.3% | -17.6% |
| All | +207.9% | -97.0% | +304.9% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling