+214.4%
PDD vs FE
+88.5%
+125.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +5.9% | +0.6% | +5.3% | +5.9% |
| 30D | +7.1% | +6.4% | +0.7% | +6.7% |
| 3M | -7.7% | -0.5% | -7.2% | -7.7% |
| 6M | -13.2% | +4.7% | -18.0% | -13.5% |
| YTD | -26.0% | +8.4% | -34.3% | -26.3% |
| 1Y | -38.4% | +7.2% | -45.7% | -38.7% |
| 3Y | -21.1% | +44.9% | -66.0% | -23.3% |
| 5Y | +0.3% | +46.3% | -46.0% | -3.3% |
| All | +214.4% | +88.5% | +125.9% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling