-38.6%
PDD vs FRMI
-93.1%
+54.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -10.6% | +13.0% | +2.6% |
| 7D | +6.0% | -39.7% | +45.8% | +6.7% |
| 30D | +5.5% | -55.2% | +60.6% | +6.6% |
| 3M | -9.8% | -71.2% | +61.4% | -8.1% |
| 6M | -16.0% | -64.1% | +48.1% | -16.4% |
| YTD | -27.6% | -77.2% | +49.7% | -27.3% |
| 1Y | -38.6% | -93.2% | +54.5% | -35.5% |
| All | -38.6% | -93.1% | +54.5% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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