-20.0%
PDD vs FRMI
-64.3%
+44.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +17.5% | -18.0% | +0.3% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | -2.4% | -44.3% | +41.9% | -4.1% |
| 3M | -12.7% | -74.6% | +61.9% | -17.0% |
| 6M | -20.0% | -66.3% | +46.3% | -22.4% |
| All | -20.0% | -64.3% | +44.3% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling