+207.9%
PDD vs FTI
+272.2%
-64.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -4.1% | +5.3% | -9.3% | -4.7% |
| 30D | -9.6% | +15.3% | -24.9% | -11.3% |
| 3M | -4.3% | +15.8% | -20.0% | -6.3% |
| 6M | -18.8% | +22.6% | -41.3% | -21.2% |
| YTD | -27.5% | +79.5% | -107.0% | -33.2% |
| 1Y | -33.6% | +102.0% | -135.7% | -39.8% |
| 3Y | -20.4% | +315.8% | -336.2% | -34.9% |
| 5Y | -19.6% | +1,129.5% | -1,149.1% | -42.7% |
| All | +207.9% | +272.2% | -64.3% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling