-44.6%
CCL vs PDD
+198.0%
-242.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.7% |
| 7D | -1.2% | -4.9% | +3.7% | -0.5% |
| 30D | +13.1% | -3.0% | +16.2% | +13.6% |
| 3M | +3.4% | -6.2% | +9.6% | +4.2% |
| 6M | +18.7% | -20.7% | +39.4% | +22.3% |
| YTD | -2.3% | -30.4% | +28.1% | +2.8% |
| 1Y | +14.2% | -41.3% | +55.5% | +22.9% |
| 3Y | +133.6% | -27.7% | +161.3% | +134.2% |
| 5Y | +33.5% | -16.9% | +50.4% | +18.8% |
| All | -44.6% | +198.0% | -242.6% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling