+197.4%
PDD vs FDX
+89.9%
+107.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -1.0% | +0.5% | -1.4% | -1.3% |
| 30D | -2.4% | +9.5% | -11.9% | -5.7% |
| 3M | -14.6% | -1.3% | -13.3% | -14.6% |
| 6M | -19.6% | +5.5% | -25.2% | -22.2% |
| YTD | -30.0% | +38.9% | -68.8% | -39.4% |
| 1Y | -42.5% | +58.8% | -101.3% | -52.8% |
| 3Y | -27.2% | +71.1% | -98.3% | -44.5% |
| 5Y | -8.2% | +76.3% | -84.5% | -33.1% |
| All | +197.4% | +89.9% | +107.5% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling