+214.4%
PDD vs FDX
+88.3%
+126.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +3.6% |
| 7D | +5.9% | +2.9% | +3.0% | +4.7% |
| 30D | +7.1% | +9.6% | -2.5% | +3.5% |
| 3M | -7.7% | +2.4% | -10.0% | -8.8% |
| 6M | -13.2% | +9.2% | -22.4% | -17.0% |
| YTD | -26.0% | +37.7% | -63.7% | -35.6% |
| 1Y | -38.4% | +56.1% | -94.5% | -49.1% |
| 3Y | -21.1% | +68.9% | -90.1% | -39.5% |
| 5Y | +0.3% | +79.0% | -78.6% | -27.2% |
| All | +214.4% | +88.3% | +126.1% | +159.8% |
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 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