+211.0%
PDD vs FE
+85.8%
+125.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | +5.6% | -1.0% | +6.6% | +5.7% |
| 30D | +5.8% | +4.1% | +1.6% | +5.6% |
| 3M | -8.6% | -1.0% | -7.6% | -8.6% |
| 6M | -18.8% | +4.0% | -22.8% | -19.1% |
| YTD | -26.8% | +6.8% | -33.6% | -27.1% |
| 1Y | -39.3% | +5.3% | -44.6% | -39.5% |
| 3Y | -22.5% | +44.6% | -67.1% | -24.7% |
| 5Y | -0.8% | +44.2% | -45.0% | -4.3% |
| All | +211.0% | +85.8% | +125.2% | +251.9% |
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