+201.5%
PDD vs FLR
+5.0%
+196.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.3% | -11.3% | -4.0% |
| 7D | -1.4% | +8.5% | -10.0% | -2.5% |
| 30D | -1.0% | -0.7% | -0.4% | -1.2% |
| 3M | -12.3% | -11.7% | -0.6% | -11.3% |
| 6M | -18.5% | +16.2% | -34.7% | -20.8% |
| YTD | -29.0% | +27.0% | -56.0% | -32.0% |
| 1Y | -40.7% | +10.1% | -50.8% | -42.3% |
| 3Y | -25.7% | +46.2% | -71.9% | -31.6% |
| 5Y | -3.3% | +121.4% | -124.7% | -15.7% |
| All | +201.5% | +5.0% | +196.5% | +159.2% |
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