-29.0%
PDD vs FXI
+39.4%
-68.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -0.7% |
| 7D | -7.6% | -4.2% | -3.5% | -4.0% |
| 30D | -5.4% | -2.0% | -3.4% | -3.6% |
| 3M | -12.9% | -5.0% | -8.0% | -8.7% |
| 6M | -19.0% | -9.6% | -9.4% | -11.0% |
| YTD | -31.6% | -11.9% | -19.7% | -23.2% |
| 1Y | -43.0% | -16.7% | -26.4% | -32.7% |
| All | -29.0% | +39.4% | -68.5% | -44.3% |
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