-33.6%
PDD vs FICO
-39.1%
+5.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +1.4% |
| 7D | -4.1% | -19.2% | +15.1% | -3.3% |
| 30D | -9.6% | -14.6% | +5.0% | -9.1% |
| 3M | -4.3% | -20.1% | +15.8% | -3.5% |
| 6M | -18.8% | -36.3% | +17.6% | -17.7% |
| YTD | -27.5% | -44.9% | +17.4% | -25.6% |
| 1Y | -33.6% | -38.6% | +5.0% | -32.4% |
| All | -33.6% | -39.1% | +5.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling