+441.9%
CARR vs PDD
+160.6%
+281.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +1.6% | -4.1% | +5.6% | +1.8% |
| 30D | -8.7% | -9.6% | +0.9% | -8.2% |
| 3M | -12.6% | -4.3% | -8.3% | -12.4% |
| 6M | -1.5% | -18.8% | +17.2% | -0.4% |
| YTD | +14.3% | -27.5% | +41.8% | +16.5% |
| 1Y | -4.6% | -33.6% | +29.0% | -2.2% |
| 3Y | +7.3% | -20.4% | +27.8% | +7.0% |
| 5Y | +11.6% | -19.6% | +31.2% | +4.9% |
| All | +441.9% | +160.6% | +281.4% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling