-22.5%
PDD vs FLUT
-52.0%
+29.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | +5.6% | -1.1% | +6.7% | +5.8% |
| 30D | +5.8% | +7.7% | -1.9% | +4.8% |
| 3M | -8.6% | -12.2% | +3.6% | -7.5% |
| 6M | -18.8% | -17.6% | -1.3% | -17.5% |
| YTD | -26.8% | -62.0% | +35.2% | -18.2% |
| 1Y | -39.3% | -62.3% | +23.0% | -32.2% |
| 3Y | -22.5% | -52.0% | +29.5% | -16.3% |
| All | -22.5% | -52.0% | +29.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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