-43.9%
CCL vs PDD
+213.3%
-257.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +3.1% | +5.6% | -2.5% | +2.3% |
| 30D | +13.7% | +5.8% | +7.9% | +12.7% |
| 3M | +3.8% | -8.6% | +12.4% | +5.0% |
| 6M | +9.3% | -18.8% | +28.1% | +12.2% |
| YTD | -1.1% | -26.8% | +25.7% | +3.3% |
| 1Y | +14.6% | -39.3% | +53.8% | +22.7% |
| 3Y | +146.4% | -22.5% | +168.9% | +144.5% |
| 5Y | +21.9% | -0.8% | +22.6% | +6.4% |
| All | -43.9% | +213.3% | -257.2% | -62.7% |
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 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