+211.0%
PDD vs FICO
+242.2%
-31.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +5.6% | -0.9% | +6.6% | +5.9% |
| 30D | +5.8% | +3.3% | +2.4% | +4.0% |
| 3M | -8.6% | -31.7% | +23.1% | -1.5% |
| 6M | -18.8% | -34.0% | +15.1% | -13.3% |
| YTD | -26.8% | -58.3% | +31.6% | -10.6% |
| 1Y | -39.3% | -57.9% | +18.7% | -26.3% |
| 3Y | -22.5% | -24.1% | +1.6% | -32.0% |
| 5Y | -0.8% | +85.3% | -86.1% | -43.9% |
| All | +211.0% | +242.2% | -31.2% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling