-34.0%
PDD vs FIGR
-36.9%
+2.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.7% |
| 7D | +5.6% | +5.3% | +0.3% | +5.2% |
| 30D | +5.8% | -17.9% | +23.7% | +7.0% |
| 3M | -8.6% | -20.5% | +11.9% | -7.7% |
| 6M | -18.8% | -40.2% | +21.4% | -16.8% |
| YTD | -26.8% | -44.4% | +17.6% | -26.7% |
| 1Y | -39.3% | -36.3% | -3.0% | -39.5% |
| All | -34.0% | -36.9% | +2.9% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 5y: compounded portfolio wealth divided by compounded FIGR 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…
5y analysis · Full analysis span regression · 6 months rolling