+207.9%
PDD vs FN
+927.2%
-719.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | 0.0% |
| 7D | -4.1% | -1.7% | -2.4% | -3.7% |
| 30D | -9.6% | -22.0% | +12.4% | -5.1% |
| 3M | -4.3% | -43.0% | +38.7% | +7.0% |
| 6M | -18.8% | -27.7% | +9.0% | -17.0% |
| YTD | -27.5% | -10.5% | -17.0% | -31.3% |
| 1Y | -33.6% | +12.5% | -46.1% | -42.0% |
| 3Y | -20.4% | +153.8% | -174.2% | -54.0% |
| 5Y | -19.6% | +288.0% | -307.6% | -64.4% |
| All | +207.9% | +927.2% | -719.3% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling