-18.3%
PDD vs FRSH
-72.0%
+53.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +2.0% | -1.6% |
| 7D | -4.1% | -10.1% | +6.0% | -1.2% |
| 30D | -13.1% | +2.2% | -15.3% | -14.1% |
| 3M | -3.5% | +28.6% | -32.1% | -11.2% |
| 6M | -21.8% | +40.2% | -62.0% | -30.6% |
| YTD | -29.7% | -1.2% | -28.4% | -31.4% |
| 1Y | -36.2% | -7.9% | -28.3% | -36.7% |
| 3Y | -16.4% | -44.7% | +28.4% | -8.0% |
| All | -18.3% | -72.0% | +53.7% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling