+211.0%
PDD vs FTV
+34.9%
+176.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | +5.8% | +15.7% | -9.9% | -0.9% |
| 3M | -8.6% | +7.5% | -16.1% | -11.8% |
| 6M | -18.8% | +8.5% | -27.3% | -22.5% |
| YTD | -26.8% | +18.8% | -45.6% | -33.6% |
| 1Y | -39.3% | +28.5% | -67.8% | -47.1% |
| 3Y | -22.5% | +34.0% | -56.5% | -35.3% |
| 5Y | -0.8% | +12.6% | -13.4% | -12.9% |
| All | +211.0% | +34.9% | +176.1% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling