+211.0%
PDD vs FITB
+148.2%
+62.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +5.6% | -1.5% | +7.2% | +6.0% |
| 30D | +5.8% | +5.8% | -0.1% | +4.5% |
| 3M | -8.6% | -6.1% | -2.5% | -7.5% |
| 6M | -18.8% | +5.9% | -24.8% | -20.2% |
| YTD | -26.8% | +16.1% | -42.9% | -29.5% |
| 1Y | -39.3% | +28.8% | -68.1% | -42.9% |
| 3Y | -22.5% | +126.0% | -148.5% | -36.4% |
| 5Y | -0.8% | +45.3% | -46.1% | -11.4% |
| All | +211.0% | +148.2% | +62.8% | +177.9% |
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