+211.0%
PDD vs FTI
+196.1%
+14.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.5% |
| 7D | +5.6% | -7.6% | +13.3% | +6.6% |
| 30D | +5.8% | -7.1% | +12.9% | +6.5% |
| 3M | -8.6% | -8.7% | +0.1% | -7.9% |
| 6M | -18.8% | -14.0% | -4.9% | -17.8% |
| YTD | -26.8% | +42.8% | -69.6% | -30.7% |
| 1Y | -39.3% | +50.4% | -89.7% | -43.0% |
| 3Y | -22.5% | +194.1% | -216.6% | -34.0% |
| 5Y | -0.8% | +775.2% | -776.0% | -26.5% |
| All | +211.0% | +196.1% | +14.9% | +182.6% |
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