+211.0%
PDD vs FDS
+72.6%
+138.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | 0.0% |
| 7D | +5.6% | -0.5% | +6.1% | +5.8% |
| 30D | +5.8% | +20.2% | -14.4% | -0.1% |
| 3M | -8.6% | +19.9% | -28.5% | -14.1% |
| 6M | -18.8% | +56.2% | -75.0% | -30.7% |
| YTD | -26.8% | +14.6% | -41.3% | -31.3% |
| 1Y | -39.3% | +31.6% | -70.9% | -46.2% |
| 3Y | -22.5% | -23.8% | +1.3% | -17.2% |
| 5Y | -0.8% | -22.6% | +21.8% | +3.6% |
| All | +211.0% | +72.6% | +138.3% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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