-22.5%
PDD vs FTV
+33.2%
-55.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | +5.8% | +15.7% | -9.9% | +1.6% |
| 3M | -8.6% | +7.5% | -16.1% | -10.6% |
| 6M | -18.8% | +8.5% | -27.3% | -21.2% |
| YTD | -26.8% | +18.8% | -45.6% | -31.4% |
| 1Y | -39.3% | +28.5% | -67.8% | -44.9% |
| 3Y | -22.5% | +34.0% | -56.5% | -29.5% |
| All | -22.5% | +33.2% | -55.7% | -29.5% |
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 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