-22.5%
PDD vs FXI
+41.7%
-64.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.6% | +5.7% | 0.0% | +0.4% |
| 30D | +5.8% | +4.6% | +1.2% | +1.5% |
| 3M | -8.6% | -2.8% | -5.8% | -6.2% |
| 6M | -18.8% | -6.1% | -12.8% | -13.9% |
| YTD | -26.8% | -8.0% | -18.7% | -21.0% |
| 1Y | -39.3% | -11.3% | -28.0% | -32.3% |
| 3Y | -22.5% | +42.6% | -65.1% | -41.2% |
| All | -22.5% | +41.7% | -64.2% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling