-19.3%
PDD vs FLNC
-62.1%
+42.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | -0.8% |
| 7D | -4.4% | -4.2% | -0.3% | -4.2% |
| 30D | -15.5% | -20.0% | +4.5% | -14.2% |
| 3M | -4.1% | -56.9% | +52.8% | +1.4% |
| 6M | -23.4% | -35.5% | +12.1% | -23.3% |
| YTD | -30.7% | -48.8% | +18.2% | -30.2% |
| 1Y | -37.6% | +49.3% | -86.9% | -45.3% |
| All | -19.3% | -62.1% | +42.8% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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