-22.5%
PDD vs FLR
+27.4%
-49.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.5% |
| 7D | +5.6% | -0.8% | +6.4% | +5.6% |
| 30D | +5.8% | -9.1% | +14.9% | +6.9% |
| 3M | -8.6% | -4.7% | -4.0% | -8.7% |
| 6M | -18.8% | -14.2% | -4.6% | -18.1% |
| YTD | -26.8% | +17.3% | -44.1% | -30.0% |
| 1Y | -39.3% | +4.3% | -43.5% | -40.9% |
| 3Y | -22.5% | +30.7% | -53.2% | -25.5% |
| All | -22.5% | +27.4% | -49.9% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling