+0.3%
PDD vs FN
+148.3%
-147.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.2% | +16.4% | +4.3% |
| 7D | +5.9% | -16.0% | +21.9% | +8.1% |
| 30D | +7.1% | -40.1% | +47.2% | +15.1% |
| 3M | -7.7% | -43.9% | +36.2% | -0.7% |
| 6M | -13.2% | -55.6% | +42.4% | -4.2% |
| YTD | -26.0% | -35.7% | +9.7% | -26.1% |
| 1Y | -38.4% | -39.8% | +1.4% | -38.0% |
| 3Y | -21.1% | +80.3% | -101.4% | -47.3% |
| 5Y | +0.3% | +143.3% | -143.0% | -51.2% |
| All | +0.3% | +148.3% | -147.9% | -51.2% |
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 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