+207.9%
PDD vs FITB
+154.6%
+53.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -4.3% | +6.7% | -11.0% | -5.8% |
| 6M | -18.8% | +12.6% | -31.3% | -21.1% |
| YTD | -27.5% | +19.1% | -46.6% | -30.5% |
| 1Y | -33.6% | +22.6% | -56.3% | -36.9% |
| 3Y | -20.4% | +127.1% | -147.5% | -34.8% |
| 5Y | -19.6% | +71.8% | -91.4% | -29.7% |
| All | +207.9% | +154.6% | +53.3% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling