+197.4%
PDD vs FHN
+82.5%
+114.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -1.0% | +0.9% | -1.9% | -1.1% |
| 30D | -2.4% | +2.1% | -4.5% | -2.7% |
| 3M | -14.6% | -6.0% | -8.7% | -14.1% |
| 6M | -19.6% | -2.9% | -16.7% | -19.5% |
| YTD | -30.0% | +0.7% | -30.7% | -30.2% |
| 1Y | -42.5% | +11.0% | -53.5% | -43.4% |
| 3Y | -27.2% | +130.3% | -157.5% | -34.9% |
| 5Y | -8.2% | +61.3% | -69.5% | -16.6% |
| All | +197.4% | +82.5% | +114.9% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling