+195.8%
PDD vs FTI
+208.9%
-13.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | -4.9% | +4.3% | -9.2% | -5.4% |
| 30D | -3.0% | -4.7% | +1.6% | -2.7% |
| 3M | -6.2% | -13.5% | +7.3% | -4.7% |
| 6M | -20.7% | -8.7% | -12.0% | -20.2% |
| YTD | -30.4% | +49.0% | -79.4% | -34.4% |
| 1Y | -41.3% | +54.0% | -95.3% | -45.0% |
| 3Y | -27.7% | +211.6% | -239.3% | -38.8% |
| 5Y | -16.9% | +881.9% | -898.7% | -39.2% |
| All | +195.8% | +208.9% | -13.1% | +167.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling