+195.8%
PDD vs FDX
+92.6%
+103.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.3% |
| 7D | -4.9% | +5.2% | -10.1% | -6.7% |
| 30D | -3.0% | +11.3% | -14.3% | -6.9% |
| 3M | -6.2% | -4.1% | -2.1% | -5.0% |
| 6M | -20.7% | +9.6% | -30.4% | -24.3% |
| YTD | -30.4% | +40.9% | -71.3% | -40.0% |
| 1Y | -41.3% | +53.0% | -94.3% | -51.0% |
| 3Y | -27.7% | +74.1% | -101.8% | -45.2% |
| 5Y | -16.9% | +75.1% | -92.0% | -39.3% |
| All | +195.8% | +92.6% | +103.1% | +142.2% |
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