-18.4%
PDD vs FITB
+47.5%
-65.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | -7.6% | +0.8% | -8.5% | -7.9% |
| 30D | -5.4% | +7.3% | -12.7% | -7.7% |
| 3M | -12.9% | -6.3% | -6.6% | -11.2% |
| 6M | -19.0% | +12.6% | -31.6% | -22.9% |
| YTD | -31.6% | +18.0% | -49.6% | -36.3% |
| 1Y | -43.0% | +28.9% | -71.9% | -48.7% |
| 3Y | -28.9% | +139.4% | -168.3% | -52.9% |
| 5Y | -18.4% | +47.2% | -65.6% | -26.3% |
| All | -18.4% | +47.5% | -65.9% | -26.3% |
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