+197.4%
PDD vs FITB
+153.6%
+43.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -1.0% | +0.5% | -1.4% | -1.1% |
| 30D | -2.4% | +7.0% | -9.4% | -3.8% |
| 3M | -14.6% | -4.4% | -10.3% | -14.0% |
| 6M | -19.6% | +11.6% | -31.2% | -21.8% |
| YTD | -30.0% | +18.6% | -48.6% | -32.9% |
| 1Y | -42.5% | +29.8% | -72.3% | -46.0% |
| 3Y | -27.2% | +140.7% | -167.9% | -41.0% |
| 5Y | -8.2% | +48.6% | -56.8% | -18.5% |
| All | +197.4% | +153.6% | +43.8% | +164.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling