+201.5%
PDD vs FTV
+38.5%
+163.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.7% | -4.2% |
| 7D | -1.4% | +0.4% | -1.8% | -1.8% |
| 30D | -1.0% | +17.2% | -18.2% | -7.8% |
| 3M | -12.3% | +8.9% | -21.1% | -15.8% |
| 6M | -18.5% | +11.3% | -29.8% | -23.1% |
| YTD | -29.0% | +21.9% | -50.9% | -36.4% |
| 1Y | -40.7% | +31.6% | -72.3% | -48.8% |
| 3Y | -25.7% | +38.1% | -63.8% | -38.8% |
| 5Y | -3.3% | +15.7% | -19.0% | -16.1% |
| All | +201.5% | +38.5% | +163.0% | +179.5% |
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