-18.7%
PDD vs FDS
-27.9%
+9.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.2% | +0.9% |
| 7D | -4.1% | -1.9% | -2.2% | -4.0% |
| 30D | -9.6% | +9.0% | -18.6% | -10.1% |
| 3M | -4.3% | +18.9% | -23.1% | -5.9% |
| 6M | -18.8% | +35.1% | -53.9% | -20.2% |
| YTD | -27.5% | +5.5% | -33.0% | -27.4% |
| 1Y | -33.6% | -16.8% | -16.8% | -32.4% |
| All | -18.7% | -27.9% | +9.3% | -14.6% |
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