+207.9%
PDD vs FDX
+90.9%
+117.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -4.1% | -2.5% | -1.5% | -3.2% |
| 30D | -9.6% | +3.8% | -13.4% | -11.0% |
| 3M | -4.3% | -1.3% | -3.0% | -4.5% |
| 6M | -18.8% | +5.0% | -23.8% | -21.3% |
| YTD | -27.5% | +39.6% | -67.1% | -37.2% |
| 1Y | -33.6% | +81.1% | -114.8% | -48.1% |
| 3Y | -20.4% | +63.0% | -83.4% | -38.1% |
| 5Y | -19.6% | +65.6% | -85.2% | -40.2% |
| All | +207.9% | +90.9% | +117.0% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling