-22.5%
PDD vs FN
+101.0%
-123.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -1.8% |
| 7D | +5.6% | 0.0% | +5.7% | +5.3% |
| 30D | +5.8% | -34.3% | +40.1% | +8.8% |
| 3M | -8.6% | -39.9% | +31.3% | -5.7% |
| 6M | -18.8% | -51.8% | +33.0% | -15.1% |
| YTD | -26.8% | -28.1% | +1.4% | -27.3% |
| 1Y | -39.3% | -29.1% | -10.2% | -39.8% |
| 3Y | -22.5% | +102.4% | -124.9% | -33.1% |
| All | -22.5% | +101.0% | -123.5% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling