+207.9%
PDD vs FXI
-0.9%
+208.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -1.4% |
| 7D | -4.1% | +1.0% | -5.1% | -5.5% |
| 30D | -9.6% | -0.6% | -9.0% | -8.8% |
| 3M | -4.3% | +1.9% | -6.2% | -6.8% |
| 6M | -18.8% | -0.2% | -18.6% | -18.4% |
| YTD | -27.5% | -5.6% | -21.9% | -21.8% |
| 1Y | -33.6% | -4.7% | -29.0% | -29.7% |
| 3Y | -20.4% | +38.0% | -58.4% | -55.2% |
| 5Y | -19.6% | -2.7% | -16.9% | -8.8% |
| All | +207.9% | -0.9% | +208.8% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling