+197.4%
PDD vs FCUV
-99.9%
+297.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -6.0% | -1.4% |
| 7D | -1.0% | -15.3% | +14.4% | -0.8% |
| 30D | -2.4% | -29.7% | +27.3% | -2.0% |
| 3M | -14.6% | -54.5% | +39.9% | -14.4% |
| 6M | -19.6% | -26.7% | +7.1% | -23.2% |
| YTD | -30.0% | -91.0% | +61.0% | -30.9% |
| 1Y | -42.5% | -98.0% | +55.5% | -41.5% |
| 3Y | -27.2% | -99.5% | +72.4% | -27.3% |
| 5Y | -8.2% | -99.9% | +91.6% | -5.9% |
| All | +197.4% | -99.9% | +297.3% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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