-38.6%
PDD vs FN
-25.7%
-12.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.4% | +2.7% |
| 7D | +6.0% | -7.0% | +13.0% | +6.3% |
| 30D | +5.5% | -24.7% | +30.2% | +6.8% |
| 3M | -9.8% | -35.7% | +25.9% | -8.0% |
| 6M | -16.0% | -52.4% | +36.4% | -12.3% |
| YTD | -27.6% | -25.0% | -2.6% | -29.7% |
| 1Y | -38.6% | -25.7% | -13.0% | -41.3% |
| All | -38.6% | -25.7% | -12.9% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling