+38.2%
PDD vs FGI
-70.4%
+108.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.6% |
| 7D | -4.1% | +0.5% | -4.6% | -4.1% |
| 30D | -9.6% | +65.4% | -75.0% | -11.7% |
| 3M | -4.3% | +23.5% | -27.8% | -5.8% |
| 6M | -18.8% | +60.5% | -79.3% | -22.6% |
| YTD | -27.5% | +30.0% | -57.5% | -30.4% |
| 1Y | -33.6% | +82.1% | -115.7% | -39.8% |
| 3Y | -20.4% | -4.4% | -16.0% | -27.9% |
| All | +38.2% | -70.4% | +108.5% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling