-27.2%
PDD vs FDS
-24.9%
-2.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.4% |
| 7D | -1.0% | -2.0% | +1.0% | -0.8% |
| 30D | -2.4% | +13.5% | -15.9% | -3.2% |
| 3M | -14.6% | +15.2% | -29.8% | -15.5% |
| 6M | -19.6% | +47.0% | -66.7% | -21.5% |
| YTD | -30.0% | +13.9% | -43.9% | -30.3% |
| 1Y | -42.5% | +25.2% | -67.7% | -43.2% |
| 3Y | -27.2% | -25.3% | -1.8% | -20.7% |
| All | -27.2% | -24.9% | -2.2% | -20.7% |
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