-27.7%
PDD vs FLR
+35.7%
-63.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.0% |
| 7D | -4.9% | +5.4% | -10.3% | -5.5% |
| 30D | -3.0% | +2.8% | -5.9% | -3.5% |
| 3M | -6.2% | -6.4% | +0.2% | -5.7% |
| 6M | -20.7% | +8.8% | -29.5% | -22.9% |
| YTD | -30.4% | +23.6% | -53.9% | -33.9% |
| 1Y | -41.3% | +13.8% | -55.1% | -43.6% |
| 3Y | -27.7% | +36.5% | -64.2% | -31.0% |
| All | -27.7% | +35.7% | -63.4% | -31.0% |
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