-25.7%
PDD vs FOXA
+123.0%
-148.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -1.4% | +7.9% | -9.3% | -2.6% |
| 30D | -1.0% | +8.5% | -9.5% | -2.3% |
| 3M | -12.3% | +6.2% | -18.5% | -13.2% |
| 6M | -18.5% | +8.0% | -26.5% | -20.5% |
| YTD | -29.0% | -6.5% | -22.5% | -29.0% |
| 1Y | -40.7% | +3.6% | -44.3% | -41.6% |
| 3Y | -25.7% | +136.0% | -161.7% | -32.9% |
| All | -25.7% | +123.0% | -148.7% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling