+207.9%
PDD vs FWONK
+178.2%
+29.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.3% |
| 7D | -4.1% | -6.2% | +2.1% | -1.7% |
| 30D | -9.6% | -0.6% | -9.0% | -9.5% |
| 3M | -4.3% | +11.1% | -15.4% | -8.3% |
| 6M | -18.8% | +11.7% | -30.5% | -22.5% |
| YTD | -27.5% | -3.1% | -24.4% | -27.2% |
| 1Y | -33.6% | -4.2% | -29.4% | -33.2% |
| 3Y | -20.4% | +38.3% | -58.8% | -32.4% |
| 5Y | -19.6% | +92.2% | -111.8% | -38.8% |
| All | +207.9% | +178.2% | +29.7% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling