-18.7%
PDD vs FHN
+118.6%
-137.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -4.1% | +1.2% | -5.2% | -4.2% |
| 30D | -9.6% | -4.7% | -4.9% | -9.0% |
| 3M | -4.3% | +3.5% | -7.8% | -5.0% |
| 6M | -18.8% | +7.8% | -26.6% | -19.9% |
| YTD | -27.5% | +5.9% | -33.4% | -28.4% |
| 1Y | -33.6% | +12.5% | -46.1% | -35.1% |
| All | -18.7% | +118.6% | -137.2% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling