-18.7%
PDD vs FTV
-3.2%
-15.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -4.1% | -4.5% | +0.4% | -2.8% |
| 30D | -9.6% | -7.1% | -2.5% | -7.8% |
| 3M | -4.3% | -7.2% | +2.9% | -2.7% |
| 6M | -18.8% | -1.5% | -17.3% | -19.2% |
| YTD | -27.5% | +3.5% | -31.0% | -29.4% |
| 1Y | -33.6% | +20.3% | -54.0% | -39.1% |
| All | -18.7% | -3.2% | -15.5% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling