-38.6%
PDD vs FE
+6.1%
-44.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +6.0% | +1.7% | +4.4% | +6.3% |
| 30D | +5.5% | +8.1% | -2.7% | +6.9% |
| 3M | -9.8% | -1.3% | -8.4% | -10.2% |
| 6M | -16.0% | +2.9% | -18.9% | -15.5% |
| YTD | -27.6% | +8.6% | -36.1% | -22.7% |
| 1Y | -38.6% | +6.3% | -45.0% | -35.0% |
| All | -38.6% | +6.1% | -44.7% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling