-0.3%
PDD vs FN
+170.4%
-170.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +11.7% | -12.8% | -2.8% |
| 7D | +5.6% | 0.0% | +5.7% | +4.9% |
| 30D | +5.8% | -34.3% | +40.1% | +12.1% |
| 3M | -8.6% | -39.9% | +31.3% | -2.7% |
| 6M | -18.8% | -51.8% | +33.0% | -11.5% |
| YTD | -26.8% | -28.1% | +1.4% | -28.2% |
| 1Y | -39.3% | -29.1% | -10.2% | -40.6% |
| 3Y | -22.5% | +102.4% | -124.9% | -49.3% |
| All | -0.3% | +170.4% | -170.6% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling