+207.9%
PDD vs FCUV
-99.3%
+307.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -13.7% | +14.4% | +0.9% |
| 7D | -4.1% | +62.8% | -66.9% | -4.7% |
| 30D | -9.6% | +66.5% | -76.1% | -10.4% |
| 3M | -4.3% | +459.9% | -464.2% | -10.3% |
| 6M | -18.8% | -12.4% | -6.4% | -21.7% |
| YTD | -27.5% | -47.5% | +20.0% | -29.5% |
| 1Y | -33.6% | -80.5% | +46.9% | -34.5% |
| 3Y | -20.4% | -97.6% | +77.2% | -21.5% |
| 5Y | -19.6% | -99.5% | +80.0% | -18.2% |
| All | +207.9% | -99.3% | +307.2% | +212.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling