-23.7%
PDD vs FND
-60.2%
+36.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.2% |
| 7D | -4.1% | -5.2% | +1.2% | -2.6% |
| 30D | -9.6% | -19.9% | +10.3% | -3.8% |
| 3M | -4.3% | +2.7% | -7.0% | -6.6% |
| 6M | -18.8% | -21.7% | +2.9% | -14.3% |
| YTD | -27.5% | -17.5% | -10.0% | -25.4% |
| 1Y | -33.6% | -39.3% | +5.7% | -24.8% |
| 3Y | -20.4% | -49.8% | +29.4% | -10.6% |
| All | -23.7% | -60.2% | +36.5% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling