+207.7%
PDD vs FN
+761.4%
-553.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.4% | +3.8% |
| 7D | +6.0% | -7.0% | +13.0% | +7.2% |
| 30D | +5.5% | -24.7% | +30.2% | +11.2% |
| 3M | -9.8% | -35.7% | +25.9% | -2.6% |
| 6M | -16.0% | -52.4% | +36.4% | -4.7% |
| YTD | -27.6% | -25.0% | -2.6% | -29.7% |
| 1Y | -38.6% | -25.7% | -13.0% | -40.8% |
| 3Y | -22.8% | +110.2% | -133.0% | -54.0% |
| 5Y | -5.2% | +192.3% | -197.6% | -54.7% |
| All | +207.7% | +761.4% | -553.7% | -28.6% |
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