-16.4%
PDD vs FCUV
-99.2%
+82.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -65.2% | +62.2% | -2.9% |
| 7D | -4.1% | -47.9% | +43.8% | -4.1% |
| 30D | -13.1% | +13.7% | -26.7% | -13.2% |
| 3M | -3.5% | +97.0% | -100.5% | -4.3% |
| 6M | -21.8% | -66.1% | +44.3% | -22.2% |
| YTD | -29.7% | -81.8% | +52.1% | -30.1% |
| 1Y | -36.2% | -93.3% | +57.1% | -36.6% |
| 3Y | -16.4% | -99.2% | +82.9% | -24.2% |
| All | -16.4% | -99.2% | +82.8% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling