+207.9%
PDD vs FHN
+91.8%
+116.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 3M | -4.3% | +3.5% | -7.8% | -4.8% |
| 6M | -18.8% | +7.8% | -26.6% | -19.6% |
| YTD | -27.5% | +5.9% | -33.4% | -28.1% |
| 1Y | -33.6% | +12.5% | -46.1% | -34.8% |
| 3Y | -20.4% | +117.2% | -137.6% | -28.4% |
| 5Y | -19.6% | +86.5% | -106.1% | -28.1% |
| All | +207.9% | +91.8% | +116.1% | +132.2% |
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