+201.5%
PDD vs FDS
+72.0%
+129.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.9% |
| 7D | -1.4% | -5.0% | +3.5% | 0.0% |
| 30D | -1.0% | +13.8% | -14.8% | -4.9% |
| 3M | -12.3% | +14.8% | -27.1% | -16.4% |
| 6M | -18.5% | +47.4% | -65.9% | -29.1% |
| YTD | -29.0% | +14.2% | -43.2% | -33.3% |
| 1Y | -40.7% | +26.6% | -67.4% | -46.7% |
| 3Y | -25.7% | -24.4% | -1.3% | -20.4% |
| 5Y | -3.3% | -22.6% | +19.4% | +1.0% |
| All | +201.5% | +72.0% | +129.5% | +61.5% |
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