-22.5%
PDD vs FDS
-23.2%
+0.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.8% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | +5.8% | +20.2% | -14.4% | +4.5% |
| 3M | -8.6% | +19.9% | -28.5% | -9.8% |
| 6M | -18.8% | +56.2% | -75.0% | -20.8% |
| YTD | -26.8% | +14.6% | -41.3% | -27.2% |
| 1Y | -39.3% | +31.6% | -70.9% | -40.2% |
| 3Y | -22.5% | -23.8% | +1.3% | -14.4% |
| All | -22.5% | -23.2% | +0.7% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling