-21.6%
PDD vs FICO
-24.0%
+2.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +5.9% | -0.3% | +6.1% | +5.9% |
| 30D | +7.1% | +1.7% | +5.4% | +6.8% |
| 3M | -7.7% | -35.2% | +27.5% | -5.0% |
| 6M | -13.2% | -33.7% | +20.4% | -11.4% |
| YTD | -26.0% | -58.2% | +32.2% | -20.6% |
| 1Y | -38.4% | -56.6% | +18.2% | -34.4% |
| All | -21.6% | -24.0% | +2.3% | +12.2% |
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