+195.8%
PDD vs FXI
-7.5%
+203.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.9% | -4.2% | -0.7% | +1.0% |
| 30D | -3.0% | -1.1% | -1.9% | -1.7% |
| 3M | -6.2% | -4.0% | -2.2% | -1.0% |
| 6M | -20.7% | -11.8% | -8.9% | -5.6% |
| YTD | -30.4% | -11.9% | -18.4% | -17.5% |
| 1Y | -41.3% | -16.1% | -25.2% | -25.4% |
| 3Y | -27.7% | +38.8% | -66.5% | -60.3% |
| 5Y | -16.9% | -9.1% | -7.8% | +2.8% |
| All | +195.8% | -7.5% | +203.3% | +299.0% |
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