-33.6%
PDD vs FTI
+108.8%
-142.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -4.1% | +5.3% | -9.3% | -4.3% |
| 30D | -9.6% | +15.3% | -24.9% | -10.5% |
| 3M | -4.3% | +15.8% | -20.0% | -5.5% |
| 6M | -18.8% | +22.6% | -41.3% | -21.4% |
| YTD | -27.5% | +79.5% | -107.0% | -34.2% |
| 1Y | -33.6% | +102.0% | -135.7% | -42.8% |
| All | -33.6% | +108.8% | -142.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling