-15.8%
PDD vs FLNC
-71.1%
+55.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.3% | -0.4% |
| 7D | -4.6% | -5.0% | +0.4% | -4.1% |
| 30D | -14.0% | -26.1% | +12.1% | -10.5% |
| 3M | -4.9% | -55.2% | +50.3% | +5.1% |
| 6M | -25.8% | -42.6% | +16.8% | -24.5% |
| YTD | -31.4% | -51.0% | +19.7% | -30.3% |
| 1Y | -37.6% | +43.3% | -80.9% | -51.0% |
| 3Y | -18.4% | -63.4% | +45.1% | -27.1% |
| All | -15.8% | -71.1% | +55.3% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling