+198.7%
PDD vs FXI
-3.3%
+202.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | +0.4% |
| 7D | -4.1% | -1.0% | -3.1% | -2.8% |
| 30D | -13.1% | -3.2% | -9.9% | -8.9% |
| 3M | -3.5% | +1.7% | -5.2% | -5.7% |
| 6M | -21.8% | -1.6% | -20.2% | -19.9% |
| YTD | -29.7% | -7.9% | -21.8% | -21.5% |
| 1Y | -36.2% | -9.6% | -26.6% | -27.1% |
| 3Y | -16.4% | +40.5% | -56.8% | -54.6% |
| 5Y | -23.8% | -6.2% | -17.6% | -9.2% |
| All | +198.7% | -3.3% | +202.0% | +279.6% |
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