-33.6%
PDD vs FITB
+23.7%
-57.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -4.1% | +0.6% | -4.7% | -4.2% |
| 30D | -9.6% | -4.7% | -4.9% | -8.9% |
| 3M | -4.3% | +6.7% | -11.0% | -6.1% |
| 6M | -18.8% | +12.6% | -31.3% | -21.9% |
| YTD | -27.5% | +19.1% | -46.6% | -31.4% |
| 1Y | -33.6% | +22.6% | -56.3% | -36.8% |
| All | -33.6% | +23.7% | -57.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling