+201.5%
PDD vs FTI
+198.2%
+3.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -1.4% | -4.3% | +2.9% | -1.0% |
| 30D | -1.0% | -8.0% | +7.0% | -0.2% |
| 3M | -12.3% | -8.0% | -4.2% | -11.7% |
| 6M | -18.5% | -8.7% | -9.8% | -18.1% |
| YTD | -29.0% | +43.9% | -72.9% | -32.9% |
| 1Y | -40.7% | +49.8% | -90.5% | -44.3% |
| 3Y | -25.7% | +211.7% | -237.4% | -37.1% |
| 5Y | -3.3% | +781.6% | -784.8% | -28.4% |
| All | +201.5% | +198.2% | +3.3% | +173.8% |
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 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