+30.3%
PDD vs FGI
-66.3%
+96.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.0% |
| 7D | -7.6% | +13.5% | -21.2% | -7.9% |
| 30D | -5.4% | +17.1% | -22.5% | -5.7% |
| 3M | -12.9% | +78.0% | -90.9% | -15.1% |
| 6M | -19.0% | +46.4% | -65.4% | -20.8% |
| YTD | -31.6% | +47.7% | -79.3% | -34.6% |
| 1Y | -43.0% | +56.8% | -99.8% | -46.1% |
| 3Y | -28.9% | +12.3% | -41.2% | -35.9% |
| All | +30.3% | -66.3% | +96.6% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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