-40.7%
PDD vs FRMI
-77.3%
+36.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.5% | -14.5% | -3.1% |
| 7D | -4.1% | +23.3% | -27.4% | -4.4% |
| 30D | -13.1% | -7.6% | -5.5% | -12.9% |
| 3M | -3.5% | +0.2% | -3.6% | -4.1% |
| 6M | -21.8% | -28.7% | +6.9% | -22.2% |
| YTD | -29.7% | -28.6% | -1.0% | -30.2% |
| All | -40.7% | -77.3% | +36.6% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling