-14.5%
PDD vs FLUT
-48.8%
+34.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.0% | -1.5% | +0.5% | -0.6% |
| 30D | -2.4% | +3.4% | -5.8% | -3.4% |
| 3M | -14.6% | -12.5% | -2.1% | -12.4% |
| 6M | -19.6% | -18.5% | -1.2% | -16.6% |
| YTD | -30.0% | -61.6% | +31.7% | -10.6% |
| 1Y | -42.5% | -64.1% | +21.6% | -25.6% |
| 3Y | -27.2% | -44.5% | +17.3% | -24.6% |
| All | -14.5% | -48.8% | +34.3% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling