-18.7%
PDD vs FICO
+4.8%
-23.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +2.2% |
| 7D | -4.1% | -19.2% | +15.1% | -2.4% |
| 30D | -9.6% | -14.6% | +5.0% | -8.6% |
| 3M | -4.3% | -20.1% | +15.8% | -2.8% |
| 6M | -18.8% | -36.3% | +17.6% | -15.9% |
| YTD | -27.5% | -44.9% | +17.4% | -23.6% |
| 1Y | -33.6% | -38.6% | +5.0% | -31.4% |
| All | -18.7% | +4.8% | -23.5% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling