-0.3%
PDD vs FLUT
-50.5%
+50.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +5.6% | -1.1% | +6.7% | +5.9% |
| 30D | +5.8% | +7.7% | -1.9% | +3.5% |
| 3M | -8.6% | -12.2% | +3.6% | -6.4% |
| 6M | -18.8% | -17.6% | -1.3% | -16.2% |
| YTD | -26.8% | -62.0% | +35.2% | -6.6% |
| 1Y | -39.3% | -62.3% | +23.0% | -22.9% |
| 3Y | -22.5% | -52.0% | +29.5% | -15.3% |
| All | -0.3% | -50.5% | +50.3% | +0.5% |
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