-23.8%
PDD vs FHN
+88.9%
-112.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -4.1% | +2.7% | -6.8% | -4.4% |
| 30D | -13.1% | -3.1% | -10.0% | -12.8% |
| 3M | -3.5% | +2.3% | -5.8% | -3.9% |
| 6M | -21.8% | +9.7% | -31.5% | -22.9% |
| YTD | -29.7% | +4.7% | -34.4% | -30.3% |
| 1Y | -36.2% | +13.8% | -50.0% | -37.5% |
| 3Y | -16.4% | +131.6% | -147.9% | -25.5% |
| 5Y | -23.8% | +91.1% | -115.0% | -37.6% |
| All | -23.8% | +88.9% | -112.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling