+198.7%
PDD vs FLR
+18.1%
+180.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | -13.1% | -0.7% | -12.4% | -13.1% |
| 3M | -3.5% | +14.3% | -17.8% | -5.6% |
| 6M | -21.8% | +25.6% | -47.4% | -24.7% |
| YTD | -29.7% | +42.9% | -72.5% | -33.4% |
| 1Y | -36.2% | +38.7% | -75.0% | -39.6% |
| 3Y | -16.4% | +61.8% | -78.1% | -23.7% |
| 5Y | -23.8% | +254.1% | -277.9% | -36.8% |
| All | +198.7% | +18.1% | +180.6% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling