+191.5%
PDD vs FCUV
-99.8%
+291.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -4.6% | -72.0% | +67.3% | -3.7% |
| 30D | -14.0% | -8.0% | -6.0% | -14.4% |
| 3M | -4.9% | +66.3% | -71.1% | -9.9% |
| 6M | -25.8% | -75.3% | +49.5% | -27.5% |
| YTD | -31.4% | -83.0% | +51.6% | -32.7% |
| 1Y | -37.6% | -94.7% | +57.1% | -37.6% |
| 3Y | -18.4% | -99.3% | +80.9% | -18.7% |
| 5Y | -25.0% | -99.9% | +74.9% | -23.0% |
| All | +191.5% | -99.8% | +291.3% | +198.1% |
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