-27.7%
PDD vs FGI
+5.7%
-33.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.5% |
| 7D | -3.8% | +6.9% | -10.7% | -3.8% |
| 30D | -2.4% | +3.9% | -6.3% | -2.3% |
| 3M | -12.7% | +74.3% | -87.0% | -12.2% |
| 6M | -20.0% | +28.9% | -49.0% | -19.5% |
| YTD | -30.3% | +39.1% | -69.4% | -30.2% |
| 1Y | -42.4% | +49.3% | -91.7% | -42.3% |
| All | -27.7% | +5.7% | -33.4% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling