-0.3%
PDD vs FLR
+93.7%
-93.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.6% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | +5.8% | -9.1% | +14.9% | +7.3% |
| 3M | -8.6% | -4.7% | -4.0% | -8.7% |
| 6M | -18.8% | -14.2% | -4.6% | -18.0% |
| YTD | -26.8% | +17.3% | -44.1% | -30.6% |
| 1Y | -39.3% | +4.3% | -43.5% | -41.2% |
| 3Y | -22.5% | +30.7% | -53.2% | -32.2% |
| All | -0.3% | +93.7% | -93.9% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling