+211.0%
PDD vs FLR
-3.0%
+214.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.4% | -1.5% |
| 7D | +5.6% | -0.8% | +6.4% | +5.7% |
| 30D | +5.8% | -9.1% | +14.9% | +6.8% |
| 3M | -8.6% | -4.7% | -4.0% | -8.6% |
| 6M | -18.8% | -14.2% | -4.6% | -18.2% |
| YTD | -26.8% | +17.3% | -44.1% | -29.2% |
| 1Y | -39.3% | +4.3% | -43.5% | -40.5% |
| 3Y | -22.5% | +30.7% | -53.2% | -27.6% |
| 5Y | -0.8% | +101.3% | -102.1% | -12.5% |
| All | +211.0% | -3.0% | +214.0% | +170.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling