-27.7%
PDD vs FTV
+39.2%
-66.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -4.9% | +3.9% | -8.8% | -5.9% |
| 30D | -3.0% | +18.7% | -21.7% | -7.6% |
| 3M | -6.2% | +10.0% | -16.2% | -8.7% |
| 6M | -20.7% | +14.6% | -35.3% | -24.2% |
| YTD | -30.4% | +23.4% | -53.8% | -35.5% |
| 1Y | -41.3% | +31.3% | -72.6% | -46.9% |
| 3Y | -27.7% | +39.8% | -67.5% | -35.5% |
| All | -27.7% | +39.2% | -66.9% | -35.5% |
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