-18.4%
PDD vs FIS
-72.9%
+54.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | -0.2% |
| 7D | -7.6% | -3.5% | -4.1% | -6.8% |
| 30D | -5.4% | -19.4% | +14.0% | -1.5% |
| 3M | -12.9% | -31.6% | +18.6% | -5.0% |
| 6M | -19.0% | -32.5% | +13.5% | -11.5% |
| YTD | -31.6% | -56.0% | +24.3% | -14.5% |
| 1Y | -43.0% | -55.5% | +12.5% | -28.9% |
| 3Y | -28.9% | -41.3% | +12.4% | -23.2% |
| 5Y | -18.4% | -72.3% | +53.9% | +21.1% |
| All | -18.4% | -72.9% | +54.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling