-27.2%
PDD vs FIS
-40.9%
+13.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -1.0% | -27.4% | +26.4% | +3.3% |
| 30D | -2.4% | -16.8% | +14.4% | -1.1% |
| 3M | -14.6% | -32.6% | +18.0% | -9.9% |
| 6M | -19.6% | -33.4% | +13.8% | -15.3% |
| YTD | -30.0% | -56.0% | +26.1% | -19.4% |
| 1Y | -42.5% | -55.1% | +12.6% | -34.2% |
| 3Y | -27.2% | -41.4% | +14.2% | -34.2% |
| All | -27.2% | -40.9% | +13.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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