-20.3%
PDD vs FRSH
-72.5%
+52.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.4% | -6.6% | +1.2% | -3.5% |
| 30D | -12.6% | +2.1% | -14.7% | -13.6% |
| 3M | -4.3% | +29.0% | -33.3% | -12.1% |
| 6M | -24.4% | +48.6% | -73.0% | -34.1% |
| YTD | -31.4% | -2.9% | -28.4% | -32.7% |
| 1Y | -38.1% | -7.9% | -30.2% | -38.6% |
| 3Y | -20.1% | -46.5% | +26.4% | -11.1% |
| All | -20.3% | -72.5% | +52.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling