+197.4%
PDD vs FE
+87.9%
+109.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -2.4% | +4.3% | -6.7% | -2.6% |
| 3M | -14.6% | +0.4% | -15.0% | -14.6% |
| 6M | -19.6% | +6.9% | -26.6% | -20.0% |
| YTD | -30.0% | +8.0% | -38.0% | -30.3% |
| 1Y | -42.5% | +4.8% | -47.3% | -42.7% |
| 3Y | -27.2% | +49.0% | -76.1% | -29.4% |
| 5Y | -8.2% | +46.2% | -54.4% | -11.5% |
| All | +197.4% | +87.9% | +109.5% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling