-38.6%
PDD vs FGI
+38.7%
-77.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.0% | +7.5% | +2.4% |
| 7D | +6.0% | +3.3% | +2.7% | +6.1% |
| 30D | +5.5% | -2.0% | +7.5% | +5.4% |
| 3M | -9.8% | +60.3% | -70.0% | -8.5% |
| 6M | -16.0% | +0.7% | -16.7% | -14.6% |
| YTD | -27.6% | +30.2% | -57.7% | -27.4% |
| 1Y | -38.6% | +44.4% | -83.0% | -38.4% |
| All | -38.6% | +38.7% | -77.3% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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