-29.0%
PDD vs FITB
+141.3%
-170.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -7.6% | +0.8% | -8.5% | -7.8% |
| 30D | -5.4% | +7.3% | -12.7% | -6.6% |
| 3M | -12.9% | -6.3% | -6.6% | -12.0% |
| 6M | -19.0% | +12.6% | -31.6% | -21.2% |
| YTD | -31.6% | +18.0% | -49.6% | -34.2% |
| 1Y | -43.0% | +28.9% | -71.9% | -46.1% |
| All | -29.0% | +141.3% | -170.4% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling