-37.6%
PDD vs FOXA
+8.1%
-45.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | -4.4% | -5.4% | +1.0% | -3.8% |
| 30D | -15.5% | +1.1% | -16.6% | -15.6% |
| 3M | -4.1% | -6.1% | +2.1% | -4.7% |
| 6M | -23.4% | +8.2% | -31.7% | -26.1% |
| YTD | -30.7% | -11.8% | -18.9% | -29.6% |
| 1Y | -37.6% | +9.9% | -47.6% | -39.2% |
| All | -37.6% | +8.1% | -45.7% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling