+214.4%
PDD vs FDS
+79.3%
+135.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.3% |
| 7D | +5.9% | +6.4% | -0.5% | +4.0% |
| 30D | +7.1% | +25.2% | -18.1% | 0.0% |
| 3M | -7.7% | +22.9% | -30.6% | -13.8% |
| 6M | -13.2% | +56.5% | -69.7% | -26.0% |
| YTD | -26.0% | +19.0% | -44.9% | -31.3% |
| 1Y | -38.4% | +32.7% | -71.1% | -45.4% |
| 3Y | -21.1% | -20.4% | -0.7% | -16.9% |
| 5Y | +0.3% | -19.6% | +19.9% | +3.6% |
| All | +214.4% | +79.3% | +135.2% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling