+12.0%
CARR vs PDD
-25.6%
+37.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.8% |
| 7D | +3.2% | -4.1% | +7.4% | +3.6% |
| 30D | -7.7% | -13.1% | +5.4% | -6.6% |
| 3M | -11.9% | -3.5% | -8.4% | -11.8% |
| 6M | +2.0% | -21.8% | +23.8% | +3.8% |
| YTD | +13.2% | -29.7% | +42.8% | +16.1% |
| 1Y | -8.5% | -36.2% | +27.7% | -5.5% |
| 3Y | +5.0% | -16.4% | +21.3% | +3.9% |
| 5Y | +12.0% | -23.8% | +35.8% | +4.7% |
| All | +12.0% | -25.6% | +37.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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