+201.5%
PDD vs FCUV
-99.9%
+301.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -3.0% |
| 7D | -1.4% | -15.4% | +14.0% | -1.3% |
| 30D | -1.0% | -32.9% | +31.8% | -0.6% |
| 3M | -12.3% | -46.2% | +33.9% | -12.3% |
| 6M | -18.5% | -30.0% | +11.5% | -22.1% |
| YTD | -29.0% | -91.4% | +62.4% | -29.9% |
| 1Y | -40.7% | -98.1% | +57.4% | -39.6% |
| 3Y | -25.7% | -99.6% | +73.9% | -25.6% |
| 5Y | -3.3% | -99.9% | +96.6% | -0.8% |
| All | +201.5% | -99.9% | +301.4% | +210.5% |
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