+170.2%
PDD vs FOXA
+90.8%
+79.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.4% |
| 7D | -4.1% | -4.0% | -0.1% | -3.3% |
| 30D | -9.6% | +12.0% | -21.6% | -11.9% |
| 3M | -4.3% | +0.3% | -4.5% | -5.2% |
| 6M | -18.8% | +12.5% | -31.2% | -21.7% |
| YTD | -27.5% | -9.6% | -17.9% | -26.7% |
| 1Y | -33.6% | +8.6% | -42.2% | -35.8% |
| 3Y | -20.4% | +118.5% | -138.9% | -35.1% |
| 5Y | -19.6% | +88.8% | -108.3% | -31.8% |
| All | +170.2% | +90.8% | +79.3% | +122.7% |
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