+190.4%
PDD vs FND
-0.2%
+190.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.6% |
| 7D | -7.6% | -5.1% | -2.5% | -6.3% |
| 30D | -5.4% | +9.2% | -14.6% | -8.3% |
| 3M | -12.9% | -17.7% | +4.8% | -8.4% |
| 6M | -19.0% | +2.5% | -21.5% | -21.8% |
| YTD | -31.6% | -19.8% | -11.8% | -29.5% |
| 1Y | -43.0% | -22.7% | -20.3% | -40.7% |
| 3Y | -28.9% | -38.3% | +9.4% | -25.9% |
| 5Y | -18.4% | -63.0% | +44.6% | -3.8% |
| All | +190.4% | -0.2% | +190.6% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling