+214.4%
PDD vs FN
+638.7%
-424.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.2% | +16.4% | +5.3% |
| 7D | +5.9% | -16.0% | +21.9% | +9.1% |
| 30D | +7.1% | -40.1% | +47.2% | +18.5% |
| 3M | -7.7% | -43.9% | +36.2% | +2.2% |
| 6M | -13.2% | -55.6% | +42.4% | -0.7% |
| YTD | -26.0% | -35.7% | +9.7% | -25.9% |
| 1Y | -38.4% | -39.8% | +1.4% | -37.8% |
| 3Y | -21.1% | +80.3% | -101.4% | -51.5% |
| 5Y | +0.3% | +143.3% | -143.0% | -49.9% |
| All | +214.4% | +638.7% | -424.3% | -24.8% |
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