+201.5%
PDD vs FXI
-4.2%
+205.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -1.9% |
| 7D | -1.4% | +4.4% | -5.8% | -7.3% |
| 30D | -1.0% | +1.2% | -2.3% | -2.9% |
| 3M | -12.3% | -4.2% | -8.1% | -7.0% |
| 6M | -18.5% | -6.2% | -12.3% | -10.9% |
| YTD | -29.0% | -8.8% | -20.2% | -19.8% |
| 1Y | -40.7% | -11.6% | -29.1% | -30.0% |
| 3Y | -25.7% | +45.1% | -70.8% | -61.8% |
| 5Y | -3.3% | -1.2% | -2.1% | +7.3% |
| All | +201.5% | -4.2% | +205.7% | +287.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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