-41.7%
PDD vs FHN
+11.9%
-53.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.3% |
| 7D | -1.4% | -0.5% | -1.0% | -1.4% |
| 30D | -1.0% | +1.9% | -3.0% | -1.3% |
| 3M | -12.3% | -6.9% | -5.3% | -11.5% |
| 6M | -18.5% | -3.1% | -15.4% | -18.8% |
| YTD | -29.0% | +0.6% | -29.6% | -30.5% |
| All | -41.7% | +11.9% | -53.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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