+198.7%
PDD vs FN
+949.7%
-751.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.5% |
| 7D | -4.1% | +3.5% | -7.7% | -4.9% |
| 30D | -13.1% | -26.0% | +12.9% | -7.6% |
| 3M | -3.5% | -33.3% | +29.8% | +3.8% |
| 6M | -21.8% | -14.9% | -6.9% | -23.4% |
| YTD | -29.7% | -8.6% | -21.1% | -33.7% |
| 1Y | -36.2% | +12.3% | -48.5% | -44.2% |
| 3Y | -16.4% | +174.4% | -190.7% | -53.1% |
| 5Y | -23.8% | +296.4% | -320.3% | -66.5% |
| All | +198.7% | +949.7% | -751.0% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling