+207.9%
PDD vs FND
+2.7%
+205.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -4.3% | +2.7% | -7.0% | -6.5% |
| 6M | -18.8% | -21.7% | +2.9% | -14.4% |
| YTD | -27.5% | -17.5% | -10.0% | -25.4% |
| 1Y | -33.6% | -39.3% | +5.7% | -25.3% |
| 3Y | -20.4% | -49.8% | +29.4% | -10.3% |
| 5Y | -19.6% | -60.1% | +40.5% | -6.9% |
| All | +207.9% | +2.7% | +205.2% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling