-0.3%
PDD vs FITB
+44.6%
-44.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +5.6% | -1.5% | +7.2% | +6.2% |
| 30D | +5.8% | +5.8% | -0.1% | +3.7% |
| 3M | -8.6% | -6.1% | -2.5% | -6.9% |
| 6M | -18.8% | +5.9% | -24.8% | -21.1% |
| YTD | -26.8% | +16.1% | -42.9% | -31.4% |
| 1Y | -39.3% | +28.8% | -68.1% | -45.3% |
| 3Y | -22.5% | +126.0% | -148.5% | -47.4% |
| All | -0.3% | +44.6% | -44.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling