-19.5%
PDD vs FRSH
-72.4%
+53.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -4.4% | -9.6% | +5.1% | -1.7% |
| 30D | -15.5% | -0.4% | -15.1% | -15.8% |
| 3M | -4.1% | +27.2% | -31.2% | -11.5% |
| 6M | -23.4% | +42.2% | -65.6% | -32.4% |
| YTD | -30.7% | -2.6% | -28.1% | -32.1% |
| 1Y | -37.6% | -10.2% | -27.5% | -37.6% |
| 3Y | -17.5% | -45.5% | +28.0% | -8.9% |
| All | -19.5% | -72.4% | +53.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling