+164.5%
PDD vs FOXA
+97.5%
+67.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.4% |
| 7D | -1.4% | +7.9% | -9.3% | -3.1% |
| 30D | -1.0% | +8.5% | -9.5% | -2.8% |
| 3M | -12.3% | +6.2% | -18.5% | -13.6% |
| 6M | -18.5% | +8.0% | -26.5% | -20.8% |
| YTD | -29.0% | -6.5% | -22.5% | -28.9% |
| 1Y | -40.7% | +3.6% | -44.3% | -41.9% |
| 3Y | -25.7% | +136.0% | -161.7% | -40.5% |
| 5Y | -3.3% | +77.7% | -81.0% | -18.5% |
| All | +164.5% | +97.5% | +67.1% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling