-11.1%
PDD vs FLNC
-69.1%
+58.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -4.1% | -4.9% | +0.8% | -3.4% |
| 30D | -9.6% | -27.3% | +17.7% | -5.6% |
| 3M | -4.3% | -61.9% | +57.6% | +8.1% |
| 6M | -18.8% | -34.5% | +15.7% | -19.0% |
| YTD | -27.5% | -47.7% | +20.2% | -27.0% |
| 1Y | -33.6% | +53.3% | -87.0% | -48.5% |
| 3Y | -20.4% | -62.4% | +42.0% | -28.7% |
| All | -11.1% | -69.1% | +58.0% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling