-36.0%
PDD vs FIGR
-31.9%
-4.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.9% | -10.9% | -3.6% |
| 7D | -1.4% | +12.5% | -14.0% | -2.3% |
| 30D | -1.0% | -14.1% | +13.0% | -0.2% |
| 3M | -12.3% | -14.3% | +2.1% | -11.9% |
| 6M | -18.5% | -34.8% | +16.3% | -17.0% |
| YTD | -29.0% | -40.0% | +11.0% | -29.3% |
| 1Y | -40.7% | -32.9% | -7.8% | -41.2% |
| All | -36.0% | -31.9% | -4.1% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling