-25.0%
PDD vs FWONK
+95.7%
-120.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | -4.6% | -1.5% | -3.1% | -3.9% |
| 30D | -14.0% | -6.8% | -7.2% | -11.1% |
| 3M | -4.9% | +7.7% | -12.6% | -8.9% |
| 6M | -25.8% | +11.0% | -36.7% | -30.1% |
| YTD | -31.4% | -3.1% | -28.2% | -31.0% |
| 1Y | -37.6% | -3.5% | -34.1% | -37.3% |
| 3Y | -18.4% | +44.6% | -63.0% | -39.5% |
| 5Y | -25.0% | +98.3% | -123.2% | -62.0% |
| All | -25.0% | +95.7% | -120.7% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 5y: compounded portfolio wealth divided by compounded FWONK 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…
5y analysis · Full analysis span regression · 6 months rolling