+190.4%
PDD vs FE
+87.9%
+102.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -7.6% | -0.3% | -7.4% | -7.6% |
| 30D | -5.4% | +3.9% | -9.3% | -5.6% |
| 3M | -12.9% | -0.1% | -12.8% | -12.9% |
| 6M | -19.0% | +6.1% | -25.1% | -19.3% |
| YTD | -31.6% | +8.1% | -39.7% | -32.0% |
| 1Y | -43.0% | +4.4% | -47.4% | -43.2% |
| 3Y | -28.9% | +49.0% | -77.9% | -31.0% |
| 5Y | -18.4% | +46.1% | -64.5% | -21.3% |
| All | +190.4% | +87.9% | +102.4% | +228.3% |
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