+198.7%
PDD vs FTV
+16.6%
+182.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -4.1% | -0.4% | -3.7% | -4.0% |
| 30D | -13.1% | -8.3% | -4.8% | -9.8% |
| 3M | -3.5% | -7.4% | +3.9% | -0.9% |
| 6M | -21.8% | -1.2% | -20.6% | -22.3% |
| YTD | -29.7% | +2.7% | -32.4% | -31.8% |
| 1Y | -36.2% | +18.4% | -54.7% | -42.4% |
| 3Y | -16.4% | -2.0% | -14.3% | -18.9% |
| 5Y | -23.8% | +3.4% | -27.3% | -30.0% |
| All | +198.7% | +16.6% | +182.1% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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