+211.0%
PDD vs FCEL
-98.0%
+309.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.5% | -12.6% | -1.8% |
| 7D | +5.6% | -11.2% | +16.9% | +6.2% |
| 30D | +5.8% | -45.8% | +51.6% | +9.3% |
| 3M | -8.6% | -51.0% | +42.4% | -5.6% |
| 6M | -18.8% | -22.2% | +3.4% | -21.0% |
| YTD | -26.8% | +36.3% | -63.0% | -32.4% |
| 1Y | -39.3% | +29.0% | -68.3% | -44.0% |
| 3Y | -22.5% | -70.9% | +48.4% | -26.0% |
| 5Y | -0.8% | -96.3% | +95.5% | +4.4% |
| All | +211.0% | -98.0% | +309.0% | +325.6% |
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