-14.9%
PDD vs FDS
-21.2%
+6.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.1% |
| 7D | -3.8% | -2.1% | -1.7% | -3.4% |
| 30D | -2.4% | +16.0% | -18.4% | -5.8% |
| 3M | -12.7% | +18.8% | -31.5% | -16.6% |
| 6M | -20.0% | +54.1% | -74.1% | -29.1% |
| YTD | -30.3% | +17.0% | -47.3% | -33.0% |
| 1Y | -42.4% | +25.5% | -67.9% | -46.2% |
| 3Y | -27.5% | -23.3% | -4.2% | -19.9% |
| 5Y | -14.9% | -22.6% | +7.7% | -13.6% |
| All | -14.9% | -21.2% | +6.3% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling