-18.4%
PDD vs FHN
+60.0%
-78.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -7.6% | +1.3% | -8.9% | -7.8% |
| 30D | -5.4% | +2.8% | -8.2% | -5.7% |
| 3M | -12.9% | -8.9% | -4.0% | -12.0% |
| 6M | -19.0% | -0.7% | -18.3% | -19.1% |
| YTD | -31.6% | +0.1% | -31.7% | -31.8% |
| 1Y | -43.0% | +10.4% | -53.4% | -43.9% |
| 3Y | -28.9% | +128.8% | -157.7% | -36.0% |
| 5Y | -18.4% | +61.5% | -79.9% | -30.7% |
| All | -18.4% | +60.0% | -78.4% | -30.7% |
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