-22.5%
PDD vs FDX
+64.2%
-86.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.6% |
| 7D | +5.6% | -1.6% | +7.3% | +5.9% |
| 30D | +5.8% | +6.6% | -0.8% | +4.4% |
| 3M | -8.6% | -2.1% | -6.5% | -8.4% |
| 6M | -18.8% | +2.2% | -21.0% | -19.9% |
| YTD | -26.8% | +33.9% | -60.7% | -32.5% |
| 1Y | -39.3% | +50.2% | -89.5% | -45.5% |
| 3Y | -22.5% | +65.5% | -88.0% | -33.7% |
| All | -22.5% | +64.2% | -86.7% | -33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling