+201.5%
PDD vs FDX
+89.5%
+112.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.5% | -4.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.6% |
| 30D | -1.0% | +9.3% | -10.3% | -4.3% |
| 3M | -12.3% | +0.5% | -12.7% | -12.8% |
| 6M | -18.5% | +5.3% | -23.8% | -21.1% |
| YTD | -29.0% | +38.6% | -67.6% | -38.5% |
| 1Y | -40.7% | +53.5% | -94.2% | -50.7% |
| 3Y | -25.7% | +74.2% | -99.9% | -43.8% |
| 5Y | -3.3% | +75.3% | -78.6% | -29.4% |
| All | +201.5% | +89.5% | +112.0% | +148.4% |
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