-0.3%
PDD vs FXI
-0.9%
+0.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +5.6% | +5.7% | 0.0% | -2.6% |
| 30D | +5.8% | +4.6% | +1.2% | -1.1% |
| 3M | -8.6% | -2.8% | -5.8% | -5.0% |
| 6M | -18.8% | -6.1% | -12.8% | -11.2% |
| YTD | -26.8% | -8.0% | -18.7% | -18.0% |
| 1Y | -39.3% | -11.3% | -28.0% | -28.3% |
| 3Y | -22.5% | +42.6% | -65.1% | -62.0% |
| All | -0.3% | -0.9% | +0.7% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling