+207.9%
PDD vs FTV
+17.5%
+190.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -4.1% | -4.5% | +0.4% | -2.1% |
| 30D | -9.6% | -7.1% | -2.5% | -6.8% |
| 3M | -4.3% | -7.2% | +2.9% | -1.8% |
| 6M | -18.8% | -1.5% | -17.3% | -19.1% |
| YTD | -27.5% | +3.5% | -31.0% | -30.0% |
| 1Y | -33.6% | +20.3% | -54.0% | -40.6% |
| 3Y | -20.4% | -3.1% | -17.3% | -22.4% |
| 5Y | -19.6% | +2.3% | -21.9% | -26.0% |
| All | +207.9% | +17.5% | +190.4% | +207.7% |
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