+383.2%
CARR vs PDD
+151.7%
+231.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -4.3% | -1.0% | -3.3% | -4.2% |
| 30D | -4.2% | -2.4% | -1.8% | -4.1% |
| 3M | -16.1% | -14.6% | -1.5% | -15.3% |
| 6M | -20.1% | -19.6% | -0.4% | -19.1% |
| YTD | +1.9% | -30.0% | +31.9% | +4.1% |
| 1Y | -6.1% | -42.5% | +36.4% | -2.9% |
| 3Y | +7.3% | -27.2% | +34.4% | +7.6% |
| 5Y | +4.4% | -8.2% | +12.6% | -2.1% |
| All | +383.2% | +151.7% | +231.5% | +277.8% |
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